Combination of the meshless finite difference approach with the Monte Carlo random walk technique for solution of elliptic problems

DOI10.1016/J.CAMWA.2018.05.025zbMath1428.65059OpenAlexW2809219515WikidataQ129651048 ScholiaQ129651048MaRDI QIDQ2334895

Sławomir Milewski

Publication date: 8 November 2019

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.camwa.2018.05.025

zbMATH Keywords

finite difference methodMonte Carlo methodelliptic problemsmeshless methodsrandom walk technique

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Finite difference methods for boundary value problems involving PDEs (65N06) Kinetic theory of gases in equilibrium statistical mechanics (82B40)

Related Items (6)

Stochastic simulation algorithms for solving a nonlinear system of drift-diffusion-Poisson equations of semiconductors ⋮ Solving nonlinear elliptic equations in arbitrary plane domains by using a new splitting and linearization technique ⋮ Stochastic simulation algorithms for solving transient anisotropic diffusion-recombination equations and application to cathodoluminescence imaging ⋮ A Matlab software for approximate solution of 2D elliptic problems by means of the meshless Monte Carlo random walk method ⋮ Random walk on rectangles and parallelepipeds algorithm for solving transient anisotropic drift-diffusion-reaction problems ⋮ A meshfree point collocation method for elliptic interface problems

Uses Software

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• MFDMtool
• Mfree2D

Cites Work

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