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

DOI10.1515/mcma.1995.1.1.1zbMath0824.65127MaRDI 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

algorithms; Monte Carlo methods; unbounded domains; probabilistic representations; systems of elliptic equations; Lamé's equation; random walk on sphere

Mathematics Subject Classification ID

65C05: Monte Carlo methods

60G50: Sums of independent random variables; random walks

35J25: Boundary value problems for second-order elliptic equations

65Z05: Applications to the sciences

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