A Matlab software for approximate solution of 2D elliptic problems by means of the meshless Monte Carlo random walk method

DOI10.1007/S11075-019-00694-XMaRDI QIDQ2290920zbMATH OpenOpenAlexWikidataFDO

Authors Sławomir Milewski

Publication date 29 January 2020

Published in Numerical Algorithms (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/s11075-019-00694-x

zbMATH Keywords

finite difference methodMonte Carlo methodmeshless methodselliptic problemsimplementation in Matlabrandom walk technique

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Sums of independent random variables; random walks (60G50) Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05) Software, source code, etc. for problems pertaining to numerical analysis (65-04)

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Cited in

(3)

• Combination of the meshless finite difference approach with the Monte Carlo random walk technique for solution of elliptic problems
• scientific article; zbMATH DE number 475521 (Why is no real title available?)
• Application of the Monte Carlo method with meshless random walk procedure to selected scalar elliptic problems

Describes a project that uses

Uses Software

• Mfree2D
• MFDMtool
• Matlab

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