A new Monte Carlo method for solving a stationary diffusion equation

zbMath0960.65003MaRDI QIDQ1594587

A. V. Burmistrov, Gennady A. Mikhailov

Publication date: 4 February 2001

Published in: Siberian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/120933

zbMATH Keywords

Monte Carlo methodboundary value problemstationary diffusion equationasymptotically unbiased estimate

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Reaction-diffusion equations (35K57) Inverse problems for PDEs (35R30) Numerical solutions to stochastic differential and integral equations (65C30)

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