‘Walk on spheres’ algorithms for solving Helmholtz’ equation

DOI10.1515/RNAM.1992.7.6.515zbMATH Open0816.65102OpenAlexW2002474107MaRDI QIDQ4697668

G. A. Mikhaĭlov

Publication date: 8 May 1995

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.1992.7.6.515

zbMATH Keywords

Green's functionMonte Carlo algorithmsHelmholtz' equationmetaharmonic equations`walk on spheres' algorithm

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Integral representations of solutions to PDEs (35C15) Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05) Applications to the sciences (65Z05)

Related Items (2)

Off-centered ``walk-on-spheres (WOS) algorithm ⋮ Walk on spheres algorithm for Helmholtz and Yukawa equations via Duffin correspondence

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