Solution of boundary value problems for nonlinear elliptic equations by the Monte Carlo method

DOI10.1515/rnam.1999.14.5.453zbMath0942.65003OpenAlexW2000686486MaRDI QIDQ4937500

R. N. Makarov

Publication date: 2 August 2000

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.1999.14.5.453

zbMATH Keywords

Dirichlet problemboundary value problemsMonte Carlo methodsnumerical resultrandom walk by spheres and ballsestimates of partial derivatives

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Nonlinear boundary value problems for linear elliptic equations (35J65)

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