Monte Carlo simulation of the general elliptic operator

DOI10.1088/0305-4470/20/10/013MaRDI QIDQ3777392zbMATH OpenOpenAlexFDO

Authors Jan Vrbik

Publication date 1987

Published in Journal of Physics A: Mathematical and General (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1088/0305-4470/20/10/013

zbMATH Keywords

computational efficiencyelliptic operatorMonte Carlo simulationquadratic accuracy

Mathematics Subject Classification ID

Boundary value problems for second-order elliptic equations (35J25) Monte Carlo methods (65C05) Applications to the sciences (65Z05)

Recommendations

• scientific article; zbMATH DE number 193830
• scientific article; zbMATH DE number 1617987
• Monte Carlo method via a numerical algorithm to solve a parabolic problem
• Green's function Monte Carlo algorithms for elliptic problems.
• scientific article; zbMATH DE number 3854362

Cited in

(4)

• Geometrization of Monte-Carlo numerical analysis of an elliptic operator: Strong approximation
• Dirichlet Forms in Simulation
• Green's functions by Monte Carlo
• Simulations of four independent groups of hamiltonian circuited unknowns in the numerical solutions of elliptic partial differential equations

This page was built for publication: Monte Carlo simulation of the general elliptic operator

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3777392)