Stochastic algorithms for solving the Dirichlet boundary value problem for certain second-order elliptic equations with discontinuous coefficients

DOI10.1134/S0965542522020099OpenAlexW4220884114MaRDI QIDQ2116588

A. N. Kuznetsov, Alexander Sipin

Publication date: 18 March 2022

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

Full work available at URL: https://doi.org/10.1134/s0965542522020099

zbMATH Keywords

boundary value problemrandom walkelliptic operatorstochastic algorithmunbiased estimatormean value formula

Mathematics Subject Classification ID

Numerical analysis (65-XX) Partial differential equations (35-XX)

Cites Work

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• The ``walk in hemispheres process and its applications to solving boundary value problems
• On stochastic algorithms for solving boundary-value problems for the Laplace operator
• Monte Carlo methods for solving elliptic equations with boundary conditions containing the normal derivative

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