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