Random Walk on Fixed Spheres for Laplace and Lamé equations

DOI10.1515/156939606776886634zbMath1122.65007MaRDI QIDQ3412511

Alexander I. Levykin, Irina A. Shalimova, K. K. Sabel'fel'd

Publication date: 6 December 2006

Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/156939606776886634

zbMATH Keywords

numerical experiments; Lamé equation; Laplace equation; random walk; system of integral equations; Poisson integral formula; Chebyshev iteration method; successive over relaxation method; Monte Carlo iterative methods

Mathematics Subject Classification ID

65C05: Monte Carlo methods

60G50: Sums of independent random variables; random walks

74B05: Classical linear elasticity

65C40: Numerical analysis or methods applied to Markov chains

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

Related Items

Expansion of random boundary excitations for elliptic PDEs, On solving stochastic differential equations, Stochastic Algorithms in Linear Algebra - beyond the Markov Chains and von Neumann - Ulam Scheme, Sparsified Randomization Algorithms for large systems of linear equations and a new version of the Random Walk on Boundary method

Cites Work

• Optimal \(p\)-cyclic SOR
• Probabilistic approach to the Lamé equations of linear elastostatics.
• The method of finite spheres
• The local boundary integral equation (LBIE) and its meshless implementation for linear elasticity
• Discrete random walk on large spherical grids generated by spherical means for PDEs *
• A Poisson Integral Formula for the Ellipse and Some Applications
• The successive over relaxation method (SOR) and Markov chains
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