Hybrid Monte Carlo techniques for the solution of linear boundary-value problems have previously been developed. This paper is not primarily concerned with implementing these techniques., but extends the class of problems that can be solved by them and improves the method first described by Little, which in its original form is shown to be valid only in a special case and not generally applicable to linear boundary-value problems.
Chuang K.Kazda L.Windeknecht T.A.Stochastic Method of Solving Partial Differential Equations Using an Electronic Analog Computer Project Michigan report 2900-91-TWillow Run Laboratories University of Michigan June 1960
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Fahrmeir L.Schwache Konvergenz von Wahrscheinlichkeitsmaßen und ein Hybrides Monte-Carlo-Verfahren für Lineare RandwertaufgabenDissertation Institut fur Angewandte Mathematik Technische Universität München, Germany 1972
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Handler H.High Speed Monte Carlo Technique for Hybrid Computer Solution of Partial Differential Equations PhD dissertation Department of Electrical Engineering University of Arizona1967
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Jermann W.Calhoun M.Thomas R.Hybrid Monte Carlo Techniques with a Minimal InterfaceSIMULATION vol 17 no 61971 pp 225-233
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Johnson E.A.Variance Reduction Technique for Hybrid Computer Generated Random Walk Solution of Partial Differential EquationsProceedings Spring Joint Computer Conference1970 pp 19-29
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Little W.D.Hybrid Computer Solutions of Partial Differential Equations by Monte Carlo Methods PhD thesis University of BritishColumbia1965
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Miranda C.Partial Differential Equations of Elliptic TypeSpringer-VerlagBerlin1970 pp 67-75
