Integral Formulation of the Boundary Value Problems and the Method of Random Walk on Spheres (Q4839856)

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scientific article; zbMATH DE number 775634
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Integral Formulation of the Boundary Value Problems and the Method of Random Walk on Spheres
scientific article; zbMATH DE number 775634

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    Integral Formulation of the Boundary Value Problems and the Method of Random Walk on Spheres (English)
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    13 November 1995
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    systems of elliptic equations
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    random walk on sphere
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    algorithms
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    unbounded domains
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    probabilistic representations
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    Lamé's equation
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    Monte Carlo methods
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