Analysis of a Monte Carlo boundary propagation method

DOI10.1016/0898-1221(96)00006-5MaRDI QIDQ1913458zbMATH OpenOpenAlexFDO

Authors Max Gunzburger, M. O. Mundt, Robert E. Hiromoto

Publication date 18 October 1999

Published in Computers & Mathematics with Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0898-1221(96)00006-5

zbMATH Keywords

boundary value problemscomputational complexityelliptic equationsMonte Carlo methodsPoisson's equationrandom walk

Mathematics Subject Classification ID

Boundary value problems for second-order elliptic equations (35J25) Sums of independent random variables; random walks (60G50) Monte Carlo methods (65C05) Complexity and performance of numerical algorithms (65Y20) Applications to the sciences (65Z05)

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Cited in

(6)

• Analysis of time-stepping methods for the monodomain model
• Examining sharp restart in a Monte Carlo method for the linearized Poisson-Boltzmann equation
• An efficient algorithm for accelerating Monte Carlo approximations of the solution to boundary value problems
• Modification of two-step Monte Carlo algorithms based on the symmetry of the first step
• A spectral Monte Carlo method for the Poisson equation
• A Monte Carlo method for Poisson's equation

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