Random walk algorithms for elliptic equations and boundary singularities

DOI10.1515/MCMA-2018-2026OpenAlexW2899824569WikidataQ128912282 ScholiaQ128912282MaRDI QIDQ1713865FDOQ1713865

Authors: Nikolai A. Simonov 

Publication date: 30 January 2019

Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/mcma-2018-2026

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zbMATH Keywords

Markov chainrandom walkMonte Carloboundary value problemboundary singularity

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)

Cites Work

• Stochastic methods for boundary value problems. Numerics for high-dimensional PDEs and applications
• The random walk on the boundary method for calculating capacitance
• Title not available (Why is that?)

Cited In (3)

• Title not available (Why is that?)
• A triangular mesh random walk for Dirichlet problems
• Simplest random walk for approximating Robin boundary value problems and ergodic limits of reflected diffusions

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