A Quasi-Monte-Carlo Approach for an Initial-Value-Problem on Riemannian Manifolds

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Abstract

A special class of partial differential equations on Riemannian manifolds is considered. An approximative solution is established by a quasi-Monte-Carlo method and some error bounds are proved by a method due to Hlawka.
Original languageEnglish
Article number201
Pages (from-to)89-95
Number of pages7
JournalSitzungsberichte / Österreichische Akademie der Wissenschaften, Mathematisch-Naturwissenschaftliche Klasse. Abteilung II, Mathematische, physikalische und technische Wissenschaften
Volume201
Issue numberHeft 1-10
Publication statusPublished - 1992

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Quasi-Monte Carlo Methods
Quasi-Monte Carlo
Error Bounds
Initial Value Problem
Riemannian Manifold
Partial differential equation
Class

Keywords

  • Partial differential equations, Riemannian manifolds, Monte Carlo method

ASJC Scopus subject areas

  • Mathematics(all)

Cite this

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title = "A Quasi-Monte-Carlo Approach for an Initial-Value-Problem on Riemannian Manifolds",
abstract = "A special class of partial differential equations on Riemannian manifolds is considered. An approximative solution is established by a quasi-Monte-Carlo method and some error bounds are proved by a method due to Hlawka.",
keywords = "Partial differential equations, Riemannian manifolds, Monte Carlo method",
author = "Tichy, {Robert F.} and Tomantschger, {Kurt W.}",
year = "1992",
language = "English",
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journal = "Sitzungsberichte / {\"O}sterreichische Akademie der Wissenschaften, Mathematisch-Naturwissenschaftliche Klasse. Abteilung II, Mathematische, physikalische und technische Wissenschaften",
issn = "0029-8816",
publisher = "Springer Wien",
number = "Heft 1-10",

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AU - Tomantschger, Kurt W.

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N2 - A special class of partial differential equations on Riemannian manifolds is considered. An approximative solution is established by a quasi-Monte-Carlo method and some error bounds are proved by a method due to Hlawka.

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KW - Partial differential equations, Riemannian manifolds, Monte Carlo method

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EP - 95

JO - Sitzungsberichte / Österreichische Akademie der Wissenschaften, Mathematisch-Naturwissenschaftliche Klasse. Abteilung II, Mathematische, physikalische und technische Wissenschaften

JF - Sitzungsberichte / Österreichische Akademie der Wissenschaften, Mathematisch-Naturwissenschaftliche Klasse. Abteilung II, Mathematische, physikalische und technische Wissenschaften

SN - 0029-8816

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