New Monte Carlo methods for solving boundary value problems

The article contains a survey of new Monte Carlo methods presented in recently published papers [2–9]. They are related to solving the Dirichlet problem with complex parameters, the mixed problem to a parabolic equation, a main eigenvalue estimation problem and similar problems with stochastic parameters. Besides, the effective method of improving random number generators by the modulo one summation is presented. There are used references only to papers [1–9], in which the detailed bibliography is considered.