Publication:3504259
From MaRDI portal
zbMath1141.65315MaRDI QIDQ3504259
Publication date: 11 June 2008
algorithm; convergence; numerical examples; Monte Carlo method; boundary-value problem; finite-difference approximation; elliptic equations; Poisson equation; walk-on-spheres; Randomization
65C05: Monte Carlo methods
65N12: Stability and convergence of numerical methods for boundary value problems involving PDEs
35J05: Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation
65N06: Finite difference methods for boundary value problems involving PDEs
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