Solution of the stationary diffusion equation by the Monte Carlo method with computation of the derivatives.

zbMath1045.65003MaRDI QIDQ1432299

A. V. Burmistrov, Gennady A. Mikhailov

Publication date: 15 June 2004

Published in: Doklady Mathematics (Search for Journal in Brave)

zbMATH Keywords

Dirichlet problemboundary integral equationGreen functionintegro-algebraic equation

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Boundary value problems for second-order elliptic equations (35J25) Boundary element methods for boundary value problems involving PDEs (65N38)

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