Complexity of the Neumann-Ulam scheme for solving a system of grid equations of the multidimensional Dirichlet problem

D. L. Danilov, Sergeĭ Mikhaĭlovich Ermakov

Publication date: 23 March 1998

Published in: Vestnik St. Petersburg University. Mathematics (Search for Journal in Brave)

zbMATH Keywords

complexity Dirichlet problem Monte Carlo methods difference scheme Poisson equation Neumann-Ulam scheme

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05) Finite difference methods for boundary value problems involving PDEs (65N06) Complexity and performance of numerical algorithms (65Y20)

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