Random walk method for the two- and three-dimensional Laplace, Poisson and Helmholtz's equations

DOI10.1002/NME.178zbMATH Open0988.65004OpenAlexW2166540791MaRDI QIDQ2761968FDOQ2761968

Mandar K. Chati, Salil S. Kulkarni, Mircea Grigoriu, S. Mukherjee

Publication date: 22 July 2002

Published in: International Journal for Numerical Methods in Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/nme.178

zbMATH Keywords

stabilityMonte Carlo simulationBrownian motionHelmholtz equationparallel computingPoisson equationdiffusion processesLaplace equationrandom walk methodFeynman-Kac functional

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Diffusion processes (60J60) Sums of independent random variables; random walks (60G50) Brownian motion (60J65) Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05)

Cites Work

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• The Floating Random Walk and Its Application to Monte Carlo Solutions of Heat Equations
• Solution of some elasticity problems by the random walk method
• A Monte Carlo solution method for linear elasticity

Cited In (7)

• Walk on spheres algorithm for Helmholtz and Yukawa equations via Duffin correspondence
• A triangular mesh random walk for Dirichlet problems
• Novel solutions of the Helmholtz equation and their application to diffraction
• Stochastic solutions of Stefan problems with general time-dependent boundary conditions
• Local fractional Poisson and Laplace equations with applications to electrostatics in fractal domain
• A Markov chain-based multi-elimination preconditioner for elliptic PDE problems
• A novel stochastic method for the solution of direct and inverse exterior elliptic problems

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