Functional Random Walk on Spheres algorithm for biharmonic equation: optimization and error estimation

DOI10.1515/156939603322587461zbMath1042.65008OpenAlexW2038298105MaRDI QIDQ4457881

E. V. Shkarupa, K. K. Sabel'fel'd

Publication date: 17 March 2004

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

Full work available at URL: https://doi.org/10.1515/156939603322587461

zbMATH Keywords

numerical examplesbiharmonic equationelastic platemultilinear interpolationglobal estimatorsoptimization and error estimationrandom walk on spheres algorithm

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Boundary value problems for higher-order elliptic equations (35J40) Plates (74K20) Error bounds for boundary value problems involving PDEs (65N15)

Related Items (1)

The discrete-stochastic approaches to solving the linearized Boltzmann equation

Cites Work

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• Error estimation and optimization for the frequency polygon method in the \(\mathbb{C}\)-metric
• Optimization of discretely stochastic procedures for globally estimating the solution of an integral equation of the second kind
• Error estimation and optimization in C-space of Monte Carlo iterative solution of nonlinear integral equations
• On the errors of discretely stochastic procedures in estimating globally the solution of an integral equation of the second kind

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