Solution of partial differential equations by a modified random walk

DOI10.1007/BF01398459zbMath0217.12701OpenAlexW2059370163MaRDI QIDQ5921305

K. Ichida, Satoshi Hoshino

Publication date: 1971

Published in: Numerische Mathematik (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/132092

Mathematics Subject Classification ID

Finite difference methods for boundary value problems involving PDEs (65N06) Other special methods applied to PDEs (35A25)

Related Items (5)

Randomizing quantum walk ⋮ One-dimensional quantum walks with a position-dependent coin ⋮ A Matlab software for approximate solution of 2D elliptic problems by means of the meshless Monte Carlo random walk method ⋮ A Markov chain-based multi-elimination preconditioner for elliptic PDE problems ⋮ Simulation of a space-time bounded diffusion

Cites Work

• Unnamed Item
• Some Continuous Monte Carlo Methods for the Dirichlet Problem
• Monte Carlo Solutions of Boundary Value Problems Involving the Difference Analogue of ∂ ² u / ∂x ² + ∂ ² u / ∂y ² + K /y ∂u / ∂y = 0*
• The Floating Random Walk and Its Application to Monte Carlo Solutions of Heat Equations

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