scientific article; zbMATH DE number 1969622

MaRDI QIDQ4422874zbMATH OpenFDO

Authors R. Y. Papancheva, T. Gurov, I. Dimov

Publication date 24 August 2003

Full work available at URL http://link.springer.de/link/service/series/0558/bibs/2542/25420132.htm

zbMATH Keywords

acceptance-rejection methodalgorithmselliptic boundary value problemGreen's functioninverse-transformation methodsMarkov chainMonte Carlo methodwalks on balls

Mathematics Subject Classification ID

Integral representations of solutions to PDEs (35C15) Boundary value problems for second-order elliptic equations (35J25) Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Boundary element methods for boundary value problems involving PDEs (65N38)

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