Probabilistic representation and Monte Carlo methods for the first boundary value problem for a polyharmonic equation

DOI10.1163/1569398042395989zbMath1077.65005OpenAlexW4241518741MaRDI QIDQ4652880

Vitaliy L. Lukinov, Gennady A. Mikhailov

Publication date: 28 February 2005

Full work available at URL: https://doi.org/10.1163/1569398042395989

zbMATH Keywords

algorithmDirichlet problemHelmholtz equationpolyharmonic equationrandom walk by spheresMonte Carlo estimation algorithmwalk on the grid

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Boundary value problems for second-order elliptic equations (35J25) Boundary value problems for higher-order elliptic equations (35J40)

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