Complexity of the Neumann-Ulam scheme for solving a system of grid equations of the multidimensional Dirichlet problem

MaRDI QIDQ1373585zbMATHFDO

Authors D. L. Danilov, Sergeĭ Mikhaĭlovich Ermakov

Publication date 23 March 1998

Published in Vestnik St. Petersburg University. Mathematics (Search for Journal in Brave)

zbMATH Keywords

complexityMonte Carlo methodsDirichlet problemPoisson equationdifference schemeNeumann-Ulam scheme

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Complexity and performance of numerical algorithms (65Y20) Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05) Finite difference methods for boundary value problems involving PDEs (65N06)

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Cited in

(1)

• On the asymptotic optimality of the estimation by collisions in the Neuman-Ulam scheme for systems of network equations in the multidimensional Dirichlet problem

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