Computing the principal eigenvalue of the Laplace operator by a stochastic method (Q870438)
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English | Computing the principal eigenvalue of the Laplace operator by a stochastic method |
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Computing the principal eigenvalue of the Laplace operator by a stochastic method (English)
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12 March 2007
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first eigenvalue of the Dirichlet problem
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Euler scheme for Brownian motion
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random walk on spheres
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random walk on rectangles
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Monte Carlo method
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numerical examples
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