Stochastic Methods for Boundary Value Problems

DOI10.1515/9783110479454zbMath1359.65292OpenAlexW3212127136MaRDI QIDQ3187817

Nikolai A. Simonov, K. K. Sabel'fel'd

Publication date: 5 September 2016

Full work available at URL: https://doi.org/10.1515/9783110479454

zbMATH Keywords

monographalgorithmWiener processLamé equationboundary value problemMarkov chainLaplace equationexterior problemheat equationsrandom walk on spheresrandom walk on boundary

Mathematics Subject Classification ID

Probabilistic methods, particle methods, etc. for boundary value problems involving PDEs (65N75) Monte Carlo methods (65C05) Sums of independent random variables; random walks (60G50) Heat equation (35K05) Research exposition (monographs, survey articles) pertaining to numerical analysis (65-02) Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05) Applications to the sciences (65Z05) Boundary element methods for boundary value problems involving PDEs (65N38) Boundary element methods for initial value and initial-boundary value problems involving PDEs (65M38) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75)

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