A spectral Monte Carlo method for the Poisson equation (Q4655052)
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scientific article; zbMATH DE number 2143461
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A spectral Monte Carlo method for the Poisson equation |
scientific article; zbMATH DE number 2143461 |
Statements
A spectral Monte Carlo method for the Poisson equation (English)
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10 March 2005
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numerical examples
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spectral method
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Poisson equation, variance reduction
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modified walk on spheres
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Feyman-Kac formula
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sequential Monte Carlo algorithm
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