Interpretation of a Monte Carlo approach of a finite difference scheme by a game method for modelling

zbMATH Open1325.65011MaRDI QIDQ5407541FDOQ5407541

Authors: Krassimir Atanassov, I. Dimov 

Publication date: 7 April 2014

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zbMATH Keywords

boundary value problemfinite difference schemefundamental solutionMonte Carlo approachPoisson approachgame method for modelling

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05) Fundamental solutions, Green's function methods, etc. for boundary value problems involving PDEs (65N80) Finite difference methods for boundary value problems involving PDEs (65N06)

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