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A global random walk on grid algorithm for second order elliptic equations - MaRDI portal

A global random walk on grid algorithm for second order elliptic equations (Q5918460)

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scientific article; zbMATH DE number 7457827
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A global random walk on grid algorithm for second order elliptic equations
scientific article; zbMATH DE number 7457827

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    A global random walk on grid algorithm for second order elliptic equations (English)
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    17 January 2022
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    stochastic algorithms
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    large linear systems
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    global random walk on grid
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    balanced sampling
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    Monte Carlo methods
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