A Monte Carlo method for finite difference equations of elliptic type in a multiregion domain

DOI10.1016/0771-050X(82)90060-2zbMath0479.65054OpenAlexW1980767029MaRDI QIDQ1162128

A. Bignami, E. Cupini

Publication date: 1982

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0771-050x(82)90060-2

zbMATH Keywords

Laplace equationelliptic difference equationsmultiregion domain

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05) Numerical solution of discretized equations for boundary value problems involving PDEs (65N22)

Cites Work

• Unnamed Item
• Unnamed Item
• Some Continuous Monte Carlo Methods for the Dirichlet Problem
• A modification of the Monte Carlo method for steady heat conduction problems
• On a combination of a difference algorithm with the Monte Carlo method
• The Floating Random Walk and Its Application to Monte Carlo Solutions of Heat Equations
• Notizie e Considerazioni Sull’applicazione del Metodo Monte Carlo in Problemi Differenziali di Tipo Ellittico
• Solution of dirichlet's problem for Laplace's equation by the method of statistical tests
• XXII.—Random Paths in Two and Three Dimensions
• Solution of partial differential equations by a modified random walk

This page was built for publication: A Monte Carlo method for finite difference equations of elliptic type in a multiregion domain