A Monte Carlo method without grid for a fractured porous domain model

DOI10.1515/mcma.2002.8.2.129zbMath1116.76445OpenAlexW2053694478MaRDI QIDQ3148742

Fabien Campillo, Antoine Lejay

Publication date: 22 September 2002

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

Full work available at URL: https://hal.inria.fr/inria-00152412/file/campillo-lejay-MCMA_HAL.pdf

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Flows in porous media; filtration; seepage (76S05) Finite element methods applied to problems in fluid mechanics (76M10)

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Computing the principal eigenvalue of the Laplace operator by a stochastic method ⋮ A random walk on rectangles algorithm ⋮ Simulating diffusion processes in discontinuous media: a numerical scheme with constant time steps ⋮ Computing the principal eigenelements of some linear operators using a branching Monte Carlo method ⋮ Simulation of diffusions by means of importance sampling paradigm

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