A sharp error estimate for the numerical solution of multivariate Dirichlet problems
DOI10.1016/S0377-0427(96)00052-0zbMath0866.65069MaRDI QIDQ2564265
George A. Anastassiou, Alexander D. Bendikov
Publication date: 27 July 1997
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
convergence; Dirichlet problem; error estimates; Wiener process; Poisson equation; simple random walk; probabilistic methods
60G50: Sums of independent random variables; random walks
60J65: Brownian motion
65N15: Error bounds for boundary value problems involving PDEs
65N12: Stability and convergence of numerical methods for boundary value problems involving PDEs
60J45: Probabilistic potential theory
35J05: Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation
65N06: Finite difference methods for boundary value problems involving PDEs
Cites Work
- Quantitative extensions of the uniform boundedness principle
- A sharp error estimate for the numerical solution of a Dirichlet problem for the Poisson equation
- On the sharpness of error bounds in connection with finite difference schemes on uniform grids for boundary value problems of ordinary differential equations
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