Solving boundary value problems with complex parameters by the Monte Carlo method

DOI10.1007/BF02104668zbMath0878.65116MaRDI QIDQ1358023

B. V. Men'shchikov, Gennady A. Mikhailov

Publication date: 27 July 1997

Published in: Siberian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

Fourier transformDirichlet problemMonte Carlo methodparabolic equationHelmholtz equationcomplex parametersrandom walks by spheres

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05) Applications to the sciences (65Z05) Initial value problems for second-order parabolic equations (35K15)

Related Items (1)

Applications of some formulas for finite Markov chains

Cites Work

• New Monte Carlo methods with estimating derivatives
• To the theory of the estimators of the Monte Carlo method which are connected with a ``random walk by spheres
• Some Continuous Monte Carlo Methods for the Dirichlet Problem
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