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

DOI10.1002/nme.178zbMath0988.65004MaRDI QIDQ2761968

Mandar K. Chati, Salil S. Kulkarni, Mircea D. Grigoriu, Subrata 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

stability; Brownian motion; Monte Carlo simulation; parallel computing; Laplace equation; Helmholtz equation; Poisson equation; diffusion processes; Feynman-Kac functional; random walk method

Mathematics Subject Classification ID

65C05: Monte Carlo methods

60G50: Sums of independent random variables; random walks

60J65: Brownian motion

60J60: Diffusion processes

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

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Cites Work

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