Monte Carlo methods for solving elliptic equations with boundary conditions containing the normal derivative

DOI10.1134/S1064562406050115zbMath1152.35028OpenAlexW2084739535MaRDI QIDQ2477492

Nikolai A. Simonov

Publication date: 13 March 2008

Published in: Doklady Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s1064562406050115

zbMATH Keywords

Monte Carlo methodsPoisson equationalgorithm of random walk on spheres

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Boundary value problems for second-order elliptic equations (35J25) Integral representations of solutions to PDEs (35C15)

Related Items (6)

Walk-on-spheres algorithm for solving third boundary value problem ⋮ Monte Carlo algorithm for the Robin boundary conditions in application to solving a model diffusion-recombination problem ⋮ Monte Carlo Algorithms for Problems with Partially Reflecting Boundaries ⋮ The ``walk in hemispheres process and its applications to solving boundary value problems ⋮ A Stochastic Solver of the Generalized Born Model ⋮ Stochastic algorithms for solving the Dirichlet boundary value problem for certain second-order elliptic equations with discontinuous coefficients

Cites Work

• Some Continuous Monte Carlo Methods for the Dirichlet Problem
• Monte Carlo Methods for Calculating Some Physical Properties of Large Molecules
• The Floating Random Walk and Its Application to Monte Carlo Solutions of Heat Equations
• Unnamed Item

This page was built for publication: Monte Carlo methods for solving elliptic equations with boundary conditions containing the normal derivative