Random walk on ellipsoids method for solving elliptic and parabolic equations

DOI10.1515/mcma-2020-2078zbMath1469.65018OpenAlexW3107440796MaRDI QIDQ2026644

Irina A. Shalimova, K. K. Sabel'fel'd

Publication date: 20 May 2021

Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/mcma-2020-2078

zbMATH Keywords

elliptic equationscost estimationsellipsoidal mean value relationlogarithmic mean number of stepsrandom walk on ellipsoids

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Applications to the sciences (65Z05)

Related Items (4)

Random walk on spheres method for solving anisotropic transient diffusion problems and flux calculations ⋮ A Global Random Walk on Spheres algorithm for calculating the solution and its derivatives of the drift‐diffusion‐reaction equations ⋮ A global random walk on grid algorithm for second order elliptic equations ⋮ A global random walk on grid algorithm for second order elliptic equations

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• The Series Method for Random Variate Generation and Its Application to the Kolmogorov-Smirnov Distribution
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