روش های جدید مونت کارلو با تخمین مشتقات ۲۰۲۲
New Monte Carlo Methods With Estimating Derivatives 2022

1. CONTENTS

2. Preface

1. Estimation of integrals and solution of integral equations

2. Estimation of derivatives

3. Solution of the Helmholtz equation

4. Solution of metaharmonic equations and elliptic systems

5. Monte Carlo methods with calculating parametric derivatives in the radiation transport theory

6. Solution of nonlinear problems

9. Appendix. Some simulation algorithms

10. References