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

DOI10.1016/0041-5553(74)90113-XzbMATH Open0311.65065OpenAlexW1972222229MaRDI QIDQ4069720FDOQ4069720

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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