Stochastic algorithms for solving the Dirichlet boundary value problem for certain second-order elliptic equations with discontinuous coefficients

DOI10.1134/S0965542522020099MaRDI QIDQ2116588zbMATH OpenOpenAlexFDO

Authors A. N. Kuznetsov, Alexander Sipin

Publication date 18 March 2022

Published in Computational Mathematics and Mathematical Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1134/s0965542522020099

zbMATH Keywords

random walkunbiased estimatorboundary value problemelliptic operatorstochastic algorithmmean value formula

Mathematics Subject Classification ID

Numerical analysis (65-XX) Partial differential equations (35-XX)

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• A stochastic algorithm to solve multiple dimensional Fredholm integral equations of the second kind
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