Integral and probabilistic representations for systems of elliptic equations

DOI10.1016/0895-7177(96)00044-1zbMath0864.60064OpenAlexW2028705050MaRDI QIDQ1921107

K. K. Sabel'fel'd

Publication date: 15 June 1997

Published in: Mathematical and Computer Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0895-7177(96)00044-1

zbMATH Keywords

Lamé equationlocal integral equationsdirect and converse spherical mean value relationswalk on spheres process

Mathematics Subject Classification ID

Diffusion processes (60J60) Random number generation in numerical analysis (65C10) PDEs with randomness, stochastic partial differential equations (35R60) Elliptic equations and elliptic systems (35J99)

Related Items (7)

A Feynman-Kac path-integral implementation for Poisson's equation using an \(h\)-conditioned Green's function ⋮ Analysis and comparison of Green's function first-passage algorithms with ``Walk on spheres algorithms. ⋮ On the rapid estimation of permeability for porous media using Brownian motion paths ⋮ Dynamic approximation of a random information functional ⋮ Dynamic approximation of a random information functional ⋮ The simulation-tabulation method for classical diffusion Monte Carlo ⋮ A general converse theorem for mean-value theorems in linear elasticity

Cites Work

• Some evaluations for continuous Monte Carlo method by using Brownian hitting process
• Some Continuous Monte Carlo Methods for the Dirichlet Problem
• Functional Integration and Partial Differential Equations. (AM-109)
• Integral Formulation of the Boundary Value Problems and the Method of Random Walk on Spheres
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