CHINESE JOURNAL OF COMPUTATIONAL PHYSICS ›› 1991, Vol. 8 ›› Issue (1): 102-104.

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MONTE CARLO METHOD FOR SOLVING STOCHASTIC NONLINEAR EQUATIONS

Gong Ye   

  1. Dalian University of Technology 116024
  • Received:1990-08-11 Revised:1991-02-03 Online:1991-03-25 Published:1991-03-25

Abstract: It is suggested that the Monte Carlo method may be used to solve stochastic nonlinear equations. The practice proves that not only the results are highly satisfactory, but also the method is time-saving.

Key words: stochastic nonlinear equations, Monte Carlo method, time-saving