Parallel Quasirandom Walks on the Boundary

DOI10.1515/mcma.2004.10.3-4.311zbMath1063.65505OpenAlexW2010589900MaRDI QIDQ4655055

Nikolai A. Simonov, Aneta Karaivanova, Michael Mascagni

Publication date: 10 March 2005

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

Full work available at URL: https://doi.org/10.1515/mcma.2004.10.3-4.311

zbMATH Keywords

convergencenumerical examplesMonte Carlo methodPoisson equationboundary-value problemsparallel implementationrandom walks on spheresquasirandom sequencerandom walks on boundary

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05) Parallel numerical computation (65Y05) Random number generation in numerical analysis (65C10)

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