Global estimate of the solution of the Dirichlet problem for the Helmholtz n-dimensional equation by the Monte Carlo method

DOI10.1515/RNAM.1995.10.6.495zbMath0849.65094OpenAlexW2087226842MaRDI QIDQ4862271

A. F. Cheshkova

Publication date: 11 November 1996

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.1995.10.6.495

zbMATH Keywords

Dirichlet problemnumerical examplesdifference equationsHelmholtz equationcomputational costwalk on spheres algorithmglobal Monte Carlo algorithmswalk on the grid algorithms

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05) Finite difference methods for boundary value problems involving PDEs (65N06) Applications to the sciences (65Z05) Complexity and performance of numerical algorithms (65Y20)

Related Items (5)

Stochastic simulation algorithms for solving a nonlinear system of drift-diffusion-Poisson equations of semiconductors ⋮ A Global Random Walk on Spheres algorithm for calculating the solution and its derivatives of the drift‐diffusion‐reaction equations ⋮ A global random walk on grid algorithm for second order elliptic equations ⋮ A global random walk on grid algorithm for second order elliptic equations ⋮ Global random walk on grid algorithm for solving Navier-Stokes and Burgers equations

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