Solving the Dirichlet problem for nonlinear elliptic equations by the Monte Carlo method (Q1920823)

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scientific article; zbMATH DE number 917117
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Solving the Dirichlet problem for nonlinear elliptic equations by the Monte Carlo method
scientific article; zbMATH DE number 917117

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    Solving the Dirichlet problem for nonlinear elliptic equations by the Monte Carlo method (English)
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    5 December 1996
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    We construct estimates for the Monte Carlo method of ``random walk by spheres and balls'' with a branching when the trajectory of transitions enters a ball. The new estimates given here are characterized by the presence of pure proliferation.
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    Dirichlet problem
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    nonlinear elliptic equations
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    random walk by spheres and balls
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    Monte Carlo method
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