Green's function Monte Carlo algorithms for elliptic problems.

DOI10.1016/S0378-4754(03)00094-6zbMath1042.65003OpenAlexW2106936171MaRDI QIDQ1418588

R. Y. Papancheva, Ivan T. Dimov

Publication date: 14 January 2004

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-4754(03)00094-6

zbMATH Keywords

algorithmscomputational complexityconvergenceGreen's functionnumerical experimentselliptic problemsselection methodsfunctional of the solutionwalk on balls Monte Carlo method

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Boundary value problems for second-order elliptic equations (35J25) Complexity and performance of numerical algorithms (65Y20) Numerical solution of discretized equations for boundary value problems involving PDEs (65N22)

Related Items (1)

A new Green's function Monte Carlo algorithm for the solution of the two-dimensional nonlinear Poisson-Boltzmann equation: application to the modeling of the communication breakdown problem in space vehicles during re-entry

Cites Work

• Monte Carlo algorithms: Performance analysis for some computer architectures
• New Monte Carlo methods with estimating derivatives
• Some Continuous Monte Carlo Methods for the Dirichlet Problem
• MONTE CARLO ALGORITHMS FOR ELLIPTIC DIFFERENTIAL EQUATIONS. DATA PARALLEL FUNCTIONAL APPROACH∗
• “Monte Carlo” Methods for the Iteration of Linear Operators
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