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The order-one-half Monte-Carlo error conjecture for the Dirichlet-boundary scheme
Consider the Monte-Carlo approximation of the semi-Lagrangian scheme for the Dirichlet problem, with time and space discretization parameters satisfying $\delta t=\delta x$ . The Mo…
Conjectureopenmonte-carlo-methods numerical-analysis semi-lagrangian-schemesarXiv posted 2 days ago

The order-one-half Monte-Carlo error conjecture for the Dirichlet-boundary scheme