Random walk on ellipsoids method for solving elliptic and parabolic equations
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Publication:2026644
DOI10.1515/mcma-2020-2078zbMath1469.65018MaRDI QIDQ2026644
Irina A. Shalimova, K. K. Sabel'fel'd
Publication date: 20 May 2021
Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/mcma-2020-2078
elliptic equations; cost estimations; ellipsoidal mean value relation; logarithmic mean number of steps; random walk on ellipsoids
65C05: Monte Carlo methods
65C40: Numerical analysis or methods applied to Markov chains
65Z05: Applications to the sciences
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Cites Work
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