Analysis of a Monte Carlo boundary propagation method

DOI10.1016/0898-1221(96)00006-5zbMath0923.65088OpenAlexW2042886091MaRDI QIDQ1913458

M. O. Mundt, Max D. Gunzburger, Robert E. Hiromoto

Publication date: 18 October 1999

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0898-1221(96)00006-5

zbMATH Keywords

computational complexityboundary value problemsPoisson's equationMonte Carlo methodselliptic equationsrandom walk

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Sums of independent random variables; random walks (60G50) Boundary value problems for second-order elliptic equations (35J25) Applications to the sciences (65Z05) Complexity and performance of numerical algorithms (65Y20)

Cites Work

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