Integral Formulation of the Boundary Value Problems and the Method of Random Walk on Spheres

DOI10.1515/mcma.1995.1.1.1zbMath0824.65127OpenAlexW1972229537MaRDI QIDQ4839856

Denis Talay, K. K. Sabel'fel'd

Publication date: 13 November 1995

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

Full work available at URL: https://doi.org/10.1515/mcma.1995.1.1.1

zbMATH Keywords

algorithmsMonte Carlo methodsunbounded domainsprobabilistic representationssystems of elliptic equationsLamé's equationrandom walk on sphere

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) Applications to the sciences (65Z05)

Related Items (10)

A partially reflecting random walk on spheres algorithm for electrical impedance tomography ⋮ Integral and probabilistic representations for systems of elliptic equations ⋮ To the theory of the estimators of the Monte Carlo method which are connected with a ``random walk by spheres ⋮ A path integral Monte Carlo (PIMC) method based on Feynman-Kac formula for electrical impedance tomography ⋮ Two stochastic algorithms for solving elastostatics problems governed by the Lamé equation ⋮ Development and implementation of branching random walk on spheres algorithms for solving the 2D elastostatics Lamé equation ⋮ A random walk on rectangles algorithm ⋮ Unnamed Item ⋮ The walk on moving spheres: a new tool for simulating Brownian motion's exit time from a domain ⋮ Probabilistic interpretation and random walk on spheres algorithms for the Poisson-Boltzmann equation in molecular dynamics

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