Extension of the hybrid Monte Carlo method for boundary-value problems

Ludwig Fahrmeir
1973 Simulation (San Diego, Calif.)  
Hybrid Monte Carlo techniques for the solution of linear boundary-value problems have previously been developed. This paper is not primarily concerned with implementing these techniques., but extends the class of problems that can be solved by them and improves the method first described by Little, which in its original form is shown to be valid only in a special case and not generally applicable to linear boundary-value problems.
doi:10.1177/003754977302100605 fatcat:lwkxg7wmkzfpzfihc2coywyziq