On the asymptotic optimality of the estimation by collisions in the Neuman-Ulam scheme for systems of network equations in the multidimensional Dirichlet problem

zbMath1041.65003MaRDI QIDQ1422796

D. L. Danilov

Publication date: 26 February 2004

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

zbMATH Keywords

complexitydifference schemePoisson equationstochastic algorithmMonte-Carlo methodscollision estimationDirichiet boundary value problemNeuman-Ulam conjugate schemesystems of network equations

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Iterative numerical methods for linear systems (65F10) 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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