scientific article; zbMATH DE number 2206832

MaRDI QIDQ5317987zbMATH OpenFDO

Authors Vitaliy L. Lukinov, G. A. Mikhaĭlov

Publication date 21 September 2005

zbMATH Keywords

Dirichlet problemHelmholtz equationMonte Carlo methodpolyharmonic equationrandom parametersrandom walk on spheres algorithm

Mathematics Subject Classification ID

Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05) Boundary value problems for second-order elliptic equations (35J25) Monte Carlo methods (65C05) Numerical methods for partial differential equations, boundary value problems (65N99)

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Cited in

(13)

• A Monte Carlo method for solving the one-dimensional telegraph equations with boundary conditions
• Markov process representations for polyharmonic functions
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• Monte Carlo methods for solving boundary value problems of the second and third kinds
• Functional Random Walk on Spheres algorithm for biharmonic equation: optimization and error estimation
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• Probabilistic representation and Monte Carlo methods for the first boundary value problem for a polyharmonic equation
• Monte Carlo methods with the calculation of parametric derivatives for solving metaharmonic equations
• Spherical mean-value theorem at a noncentral point for the system of Lamé’s equations and its use for constructing Monte Carlo algorithms
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