Discrete random walk on large spherical grids generated by spherical means for PDEs *

DOI10.1515/mcma.2004.10.3-4.559zbMath1068.65006OpenAlexW2110106008MaRDI QIDQ4655084

Irina A. Shalimova, Alexander I. Levykin, K. K. Sabel'fel'd

Publication date: 10 March 2005

Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/mcma.2004.10.3-4.559

zbMATH Keywords

elasticityconvergence accelerationpotential theoryboundary value problemsLamé equationsuccessive overrelaxation methodrandom walk on spheres methodChebyshev iteration methodMonte Carlo iterative methodsPoisson-like integral formulae

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Sums of independent random variables; random walks (60G50) Classical linear elasticity (74B05) Boundary element methods applied to problems in solid mechanics (74S15) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Numerical analysis or methods applied to Markov chains (65C40) Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05) Boundary element methods for boundary value problems involving PDEs (65N38)

Related Items (2)

A random walk on rectangles algorithm ⋮ Random Walk on Fixed Spheres for Laplace and Lamé equations

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