Random walk method for the two‐ and three‐dimensional Laplace, Poisson and Helmholtz's equations

DOI10.1002/NME.178zbMath0988.65004OpenAlexW2166540791MaRDI QIDQ2761968

Mandar K. Chati, Salil S. Kulkarni, Mircea D. Grigoriu, Subrata Mukherjee

Publication date: 22 July 2002

Published in: International Journal for Numerical Methods in Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/nme.178

zbMATH Keywords

stabilityBrownian motionMonte Carlo simulationparallel computingLaplace equationHelmholtz equationPoisson equationdiffusion processesFeynman-Kac functionalrandom walk method

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Sums of independent random variables; random walks (60G50) Brownian motion (60J65) Diffusion processes (60J60) Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05)

Related Items (5)

A novel stochastic method for the solution of direct and inverse exterior elliptic problems ⋮ Stochastic solutions of Stefan problems with general time-dependent boundary conditions ⋮ Local fractional Poisson and Laplace equations with applications to electrostatics in fractal domain ⋮ Novel solutions of the Helmholtz equation and their application to diffraction ⋮ A Markov chain-based multi-elimination preconditioner for elliptic PDE problems

Cites Work

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• Solution of some elasticity problems by the random walk method
• A Monte Carlo solution method for linear elasticity
• The Floating Random Walk and Its Application to Monte Carlo Solutions of Heat Equations

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