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 QIDQ2290920

Sławomir Milewski

Publication date: 29 January 2020

Published in: Numerical Algorithms (Search for Journal in Brave)

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

zbMATH Keywords

finite difference method; Monte Carlo method; elliptic problems; meshless methods; implementation in Matlab; random walk technique

Mathematics Subject Classification ID

65C05: Monte Carlo methods

60G50: Sums of independent random variables; random walks

35J05: Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation

65-04: Software, source code, etc. for problems pertaining to numerical analysis

Uses Software

• Matlab
• MFDMtool
• Mfree2D