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Probabilistic representation and Monte Carlo methods for the first boundary value problem for a polyharmonic equation - MaRDI portal

Probabilistic representation and Monte Carlo methods for the first boundary value problem for a polyharmonic equation (Q4652880)

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scientific article; zbMATH DE number 2139524
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Probabilistic representation and Monte Carlo methods for the first boundary value problem for a polyharmonic equation
scientific article; zbMATH DE number 2139524

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    28 February 2005
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    polyharmonic equation
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    Dirichlet problem
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    Monte Carlo estimation algorithm
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    Helmholtz equation
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    walk on the grid
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    random walk by spheres
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    algorithm
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    Probabilistic representation and Monte Carlo methods for the first boundary value problem for a polyharmonic equation (English)
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