Combination of the meshless finite difference approach with the Monte Carlo random walk technique for solution of elliptic problems

DOI10.1016/j.camwa.2018.05.025zbMath1428.65059MaRDI QIDQ2334895

Sławomir Milewski

Publication date: 8 November 2019

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

Full work available at URL: https://doi.org/10.1016/j.camwa.2018.05.025

zbMATH Keywords

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

Mathematics Subject Classification ID

65C05: Monte Carlo methods

60H35: Computational methods for stochastic equations (aspects of stochastic analysis)

65N06: Finite difference methods for boundary value problems involving PDEs

82B40: Kinetic theory of gases in equilibrium statistical mechanics

Uses Software

• Matlab
• MFDMtool
• Mfree2D