Global estimate of the solution of the Dirichlet problem for the Helmholtz n-dimensional equation by the Monte Carlo method (Q4862271)

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scientific article; zbMATH DE number 842105
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Global estimate of the solution of the Dirichlet problem for the Helmholtz n-dimensional equation by the Monte Carlo method
scientific article; zbMATH DE number 842105

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    Global estimate of the solution of the Dirichlet problem for the Helmholtz n-dimensional equation by the Monte Carlo method (English)
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    11 November 1996
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    numerical examples
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    walk on spheres algorithm
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    global Monte Carlo algorithms
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    walk on the grid algorithms
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    computational cost
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    Dirichlet problem
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    Helmholtz equation
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    difference equations
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