Monte Carlo solution of the finite-difference Dirichlet problem for the multidimensional Helmholtz equation

zbMath0951.65002MaRDI QIDQ1569319

A. F. Cheshkova, Gennady A. Mikhailov

Publication date: 2 July 2000

Published in: Computational Mathematics and Mathematical Physics (Search for Journal in Brave)

zbMATH Keywords

convergenceDirichlet problemMonte Carlo methodfinite-difference approximationHelmholtz equationNeumann seriescomputational costs

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) 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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