The ``walk in hemispheres process and its applications to solving boundary value problems
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Publication:1036939
DOI10.3103/S1063454109030029zbMath1181.65009MaRDI QIDQ1036939
Alexander Sipin, Sergeĭ Mikhaĭlovich Ermakov
Publication date: 13 November 2009
Published in: Vestnik St. Petersburg University. Mathematics (Search for Journal in Brave)
Monte Carlo methods (65C05) Sums of independent random variables; random walks (60G50) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Numerical analysis or methods applied to Markov chains (65C40) Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05)
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