Monte Carlo methods for solving boundary value problems of the second and third kinds

DOI10.1515/rnam.1998.13.2.117zbMath0914.65125OpenAlexW2015667187MaRDI QIDQ4222224

R. N. Makarov

Publication date: 21 June 1999

Published in: Russian Journal of Numerical Analysis and Mathematical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/rnam.1998.13.2.117

zbMATH Keywords

Monte Carlo methodsHelmholtz equationa priori estimates of solutions

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05) Applications to the sciences (65Z05)

Related Items (3)

Walk-on-spheres algorithm for solving third boundary value problem ⋮ A Global Random Walk on Spheres algorithm for calculating the solution and its derivatives of the drift‐diffusion‐reaction equations ⋮ Monte Carlo Algorithms for Problems with Partially Reflecting Boundaries

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