A Quasi-Monte Carlo Method for Elliptic Boundary Value Problems

DOI10.1515/mcma.2001.7.3-4.283zbMath1007.65001OpenAlexW2145604916MaRDI QIDQ2732325

Michael Mascagni, Aneta Karaivanova, Yaohang Li

Publication date: 9 March 2003

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

Full work available at URL: https://doi.org/10.1515/mcma.2001.7.3-4.283

zbMATH Keywords

numerical resultsFredholm integral equationMonte Carlo methodlinear functionalselliptic boundary problemquasi random walkquasi random numberrandom walk on ball

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Boundary value problems for second-order elliptic equations (35J25)

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Probabilistically induced domain decomposition methods for elliptic boundary-value problems

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