Exact Monte Carlo solution of elliptic partial differential equations
From MaRDI portal
Monte Carlo methods (65C05) Sums of independent random variables; random walks (60G50) Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05) Boundary value problems for second-order elliptic equations (35J25) Numerical methods for partial differential equations, boundary value problems (65N99)
Cited in
(12)- Combination of the meshless finite difference approach with the Monte Carlo random walk technique for solution of elliptic problems
- Analysis and comparison of Green's function first-passage algorithms with ``Walk on spheres algorithms.
- A derivative-free method for solving elliptic partial differential equations with deep neural networks
- The simulation-tabulation method for classical diffusion Monte Carlo
- A Monte Carlo method for Poisson's equation
- Solving elliptic equations with Brownian motion: bias reduction and temporal difference learning
- Regional Monte Carlo solution of elliptic partial differential equations
- Off-centered ``walk-on-spheres (WOS) algorithm
- \(\varepsilon\)-shell error analysis for ``walk on spheres algorithms
- A Matlab software for approximate solution of 2D elliptic problems by means of the meshless Monte Carlo random walk method
- Stochastic estimation of Green's functions with application to diffusion and advection-diffusion-reaction problems
- A Feynman-Kac path-integral implementation for Poisson's equation using an \(h\)-conditioned Green's function
This page was built for publication: Exact Monte Carlo solution of elliptic partial differential equations
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1148111)
