Recurrent formulae and the Bellman principle in the Monte Carlo method

Artikel in diesem Heft

1. Preface
2. Application of the Cossera spectrum to the optimization of a method for solving the Stokes problem
3. Algebraic multigrid/fictitious domain preconditioners on quasihierarchical triangular grids
4. On finite difference schemes for viscous barotropic compressible gas problems
5. Zolotarev polynomials and extremum problems
6. Iteration methods for solving a data assimilation problem
7. Recurrent formulae and the Bellman principle in the Monte Carlo method
8. Construction of a quasi-Jordan normal form of resolvent matrix for parabolic difference boundary-value problems