Exact Monte Carlo solution of elliptic partial differential equations
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Publication:1148111
DOI10.1016/0021-9991(81)90159-5zbMath0451.65085OpenAlexW2005629541MaRDI QIDQ1148111
Publication date: 1981
Published in: Journal of Computational Physics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0021-9991(81)90159-5
Monte Carlo methods (65C05) Sums of independent random variables; random walks (60G50) Boundary value problems for second-order elliptic equations (35J25) Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05) Numerical methods for partial differential equations, boundary value problems (65N99)
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