Solution of boundary value problems for nonlinear elliptic equations by the Monte Carlo method

DOI10.1515/RNAM.1999.14.5.453MaRDI QIDQ4937500zbMATH OpenOpenAlexFDO

Authors R. Makarov

Publication date 2 August 2000

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.1999.14.5.453

zbMATH Keywords

numerical resultMonte Carlo methodsboundary value problemsDirichlet problemrandom walk by spheres and ballsestimates of partial derivatives

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Nonlinear boundary value problems for linear elliptic equations (35J65)

Recommendations

• Solving the Dirichlet problem for nonlinear elliptic equations by the Monte Carlo method
• Monte Carlo method for solution of initial-boundary value problem for nonlinear parabolic equations
• Monte Carlo methods for the solution of nonlinear partial differential equations
• Solution of mixed problem for an elliptic equation by Monte Carlo and probability-difference methods
• Monte Carlo methods for solving elliptic equations with boundary conditions containing the normal derivative
• scientific article; zbMATH DE number 67994
• Monte Carlo solution of Cauchy problem for a nonlinear parabolic equation
• Solution of an initial-boundary value problem for a system of parabolic equations by the Monte Carlo method
• A quasi-Monte Carlo method for elliptic boundary value problems
• Solving nonlinear Fredholm differential integral equations by Monte Carlo method

Cited in

(19)

• scientific article; zbMATH DE number 2206832 (Why is no real title available?)
• Iterative solution of Dirichlet nonlinear problem by application of the Helmholtz equation
• Monte Carlo methods for solving elliptic equations with boundary conditions containing the normal derivative
• Monte Carlo approximations of the Neumann problem
• Monte Carlo solution of Dirichlet problem for semi-linear equation
• Monte Carlo approach to solution semilinear nonisotropic diffusion equation
• scientific article; zbMATH DE number 2207307 (Why is no real title available?)
• Probabilistic representation and Monte Carlo methods for the first boundary value problem for a polyharmonic equation
• Monte Carlo methods for solving boundary value problems of the second and third kinds
• Solving the Dirichlet problem for nonlinear elliptic equations by the Monte Carlo method
• Combined estimates of the Monte Carlo method for the third boundary value problem for a parabolic-type equation
• scientific article; zbMATH DE number 3854362 (Why is no real title available?)
• Application of the Monte Carlo method with meshless random walk procedure to selected scalar elliptic problems
• scientific article; zbMATH DE number 4045073 (Why is no real title available?)
• scientific article; zbMATH DE number 726935 (Why is no real title available?)
• scientific article; zbMATH DE number 4189138 (Why is no real title available?)
• scientific article; zbMATH DE number 1225888 (Why is no real title available?)
• A Monte Carlo solution method for linear elasticity
• scientific article; zbMATH DE number 1822419 (Why is no real title available?)

This page was built for publication: Solution of boundary value problems for nonlinear elliptic equations by the Monte Carlo method

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4937500)