Use of the fundamental solutions of elliptic equations for constructing Monte Carlo algorithms

DOI10.1016/0041-5553(74)90113-XMaRDI QIDQ4069720zbMATH OpenOpenAlexFDO

Authors B. S. Elepov, G. A. Mikhaĭlov

Publication date 1975

Published in USSR Computational Mathematics and Mathematical Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0041-5553(74)90113-x

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Sums of independent random variables; random walks (60G50) Boundary value problems for second-order elliptic equations (35J25) Spectral, collocation and related methods for boundary value problems involving PDEs (65N35)

Cited in

(1)

• Monte Carlo solution of semi-linear Helmholtz boundary value problem

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