Combination of the meshless finite difference approach with the Monte Carlo random walk technique for solution of elliptic problems
DOI10.1016/J.CAMWA.2018.05.025zbMATH Open1428.65059OpenAlexW2809219515WikidataQ129651048 ScholiaQ129651048MaRDI QIDQ2334895FDOQ2334895
Authors: 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
Recommendations
- Application of the Monte Carlo method with meshless random walk procedure to selected scalar elliptic problems
- Solution of mixed problem for an elliptic equation by Monte Carlo and probability-difference methods
- scientific article; zbMATH DE number 4045073
- scientific article; zbMATH DE number 1617987
- Quasi-Monte Carlo finite element methods for a class of elliptic partial differential equations with random coefficients
- A Matlab software for approximate solution of 2D elliptic problems by means of the meshless Monte Carlo random walk method
- scientific article; zbMATH DE number 1969622
- Monte Carlo finite volume element methods for the convection-diffusion equation with a random diffusion coefficient
- Finite element error analysis of elliptic PDEs with random coefficients and its application to multilevel Monte Carlo methods
- Multi-level Monte Carlo finite element method for elliptic PDEs with stochastic coefficients
Monte Carlo methods (65C05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Finite difference methods for boundary value problems involving PDEs (65N06) Kinetic theory of gases in equilibrium statistical mechanics (82B40)
Cites Work
- Selected computational aspects of the meshless finite difference method
- Title not available (Why is that?)
- Title not available (Why is that?)
- Sparsified Randomization Algorithms for large systems of linear equations and a new version of the Random Walk on Boundary method
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- The Monte Carlo Method
- Multi-Level Adaptive Solutions to Boundary-Value Problems
- Surfaces Generated by Moving Least Squares Methods
- Reproducing kernel particle methods
- Title not available (Why is that?)
- On the ill-conditioning in the new higher order multipoint method
- Quasi-Monte Carlo methods and pseudo-random numbers
- Title not available (Why is that?)
- Some Continuous Monte Carlo Methods for the Dirichlet Problem
- The finite difference method at arbitrary irregular grids and its application in applied mechanics
- “Monte Carlo” Methods for the Iteration of Linear Operators
- Fractional governing equations for coupled random walks
- Stochastic tools in mathematics and science.
- Grid-free simulation of diffusion using random wall methods
- Improvements in the global a-posteriori error estimation of the FEM and MFDM solutions
- A’posteriori Error Estimation Based on Higher Order Approximation in the Meshless Finite Difference Method
- Meshless finite difference method with higher order approximation -- applications in mechanics
- Title not available (Why is that?)
- Generalized master equations and fractional Fokker-Planck equations from continuous time random walks with arbitrary initial conditions
- Exact Monte Carlo solution of elliptic partial differential equations
- Random walk on distant mesh points Monte Carlo methods
- New Monte Carlo methods with estimating derivatives
- Solution of partial differential equations by a modified random walk
- In search of optimal acceleration approach to iterative solution methods of simultaneous algebraic equations
- An improved random walk algorithm for the implicit Monte Carlo method
- The effective interface approach for coupling of the FE and meshless FD methods and applying essential boundary conditions
- Efficient random walks in the presence of complex two-dimensional geometries
- A Proof of the Random-Walk Method for Solving Laplace’s Equation In 2-D
- A closed form solution of a discrete correlated random walk
Cited In (8)
- Random walk on rectangles and parallelepipeds algorithm for solving transient anisotropic drift-diffusion-reaction problems
- Stochastic simulation algorithms for solving transient anisotropic diffusion-recombination equations and application to cathodoluminescence imaging
- Stochastic simulation algorithms for solving a nonlinear system of drift-diffusion-Poisson equations of semiconductors
- Solving nonlinear elliptic equations in arbitrary plane domains by using a new splitting and linearization technique
- Application of the Monte Carlo method with meshless random walk procedure to selected scalar elliptic problems
- A meshfree point collocation method for elliptic interface problems
- A Matlab software for approximate solution of 2D elliptic problems by means of the meshless Monte Carlo random walk method
- A global random walk on grid algorithm for second order elliptic equations
Uses Software
This page was built for publication: Combination of the meshless finite difference approach with the Monte Carlo random walk technique for solution of elliptic problems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2334895)