Global estimate of the solution of the Dirichlet problem for the Helmholtz n-dimensional equation by the Monte Carlo method

DOI10.1515/RNAM.1995.10.6.495zbMATH Open0849.65094OpenAlexW2087226842MaRDI QIDQ4862271FDOQ4862271

Authors: A. F. Cheshkova 

Publication date: 11 November 1996

Published in: Russian Journal of Numerical Analysis and Mathematical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/rnam.1995.10.6.495

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zbMATH Keywords

numerical examplesdifference equationsDirichlet problemHelmholtz equationcomputational costwalk on spheres algorithmglobal Monte Carlo algorithmswalk on the grid algorithms

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Complexity and performance of numerical algorithms (65Y20) Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05) Finite difference methods for boundary value problems involving PDEs (65N06) Applications to the sciences (65Z05)

Cited In (12)

• Iterative solution of Dirichlet nonlinear problem by application of the Helmholtz equation
• Global random walk on grid algorithm for solving Navier-Stokes and Burgers equations
• A Global Random Walk on Spheres algorithm for calculating the solution and its derivatives of the drift‐diffusion‐reaction equations
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• Stochastic simulation algorithms for solving a nonlinear system of drift-diffusion-Poisson equations of semiconductors
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• Random walk algorithms for solving nonlinear chemotaxis problems
• Stochastic Algorithms with Hermite Cubic Spline Interpolation for Global Estimation of Solutions of Boundary Value Problems
• A global random walk on grid algorithm for second order elliptic equations
• A global random walk on grid algorithm for second order elliptic equations
• Monte Carlo solution of the finite-difference Dirichlet problem for the multidimensional Helmholtz equation

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