Monte Carlo methods for discontinuous media

Antoine Lejay 1, 2
2 TOSCA
INRIA Lorraine, CRISAM - Inria Sophia Antipolis - Méditerranée , UHP - Université Henri Poincaré - Nancy 1, Université Nancy 2, INPL - Institut National Polytechnique de Lorraine, CNRS - Centre National de la Recherche Scientifique : UMR7502
Abstract : This note aims to give a brief account on some recent progress of the simulation techniques of stochastic processes associated to divergence-form opertors with discontinuous coefficients, such as the one used in the Darcy law.
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Submitted on : Tuesday, June 9, 2009 - 4:53:27 PM
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Antoine Lejay. Monte Carlo methods for discontinuous media. 3rd International Conference on Approximation Methods and numerical Modeling in Environment and Natural Resources MAMERN 2009, Jun 2009, Pau, France. pp.591-596. ⟨inria-00393738⟩

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