Integral Formulation of the Boundary Value Problems and the Method of Random Walk on Spheres
From MaRDI portal
Publication:4839856
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
algorithms; Monte Carlo methods; unbounded domains; probabilistic representations; systems of elliptic equations; Lamé's equation; random walk on sphere
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
Related Items
Probabilistic interpretation and random walk on spheres algorithms for the Poisson-Boltzmann equation in molecular dynamics, Unnamed Item, Two stochastic algorithms for solving elastostatics problems governed by the Lamé equation, 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, The walk on moving spheres: a new tool for simulating Brownian motion's exit time from a domain, A partially reflecting random walk on spheres algorithm for electrical impedance tomography, A random walk on rectangles algorithm, A path integral Monte Carlo (PIMC) method based on Feynman-Kac formula for electrical impedance tomography, Development and implementation of branching random walk on spheres algorithms for solving the 2D elastostatics Lamé equation