Monte Carlo Method for Partial Differential Equations

DOI10.1007/978-1-4939-2104-1_46zbMath1317.65246OpenAlexW148833701MaRDI QIDQ5261323

Alexander Sipin

Publication date: 3 July 2015

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-1-4939-2104-1_46

zbMATH Keywords

Monte Carlo methodboundary value problemLaplace equationintegral equation methodstatistical algorithmsstatistical unbiased estimators

Mathematics Subject Classification ID

Probabilistic methods, particle methods, etc. for boundary value problems involving PDEs (65N75) Point estimation (62F10) Monte Carlo methods (65C05) Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05) Boundary element methods for boundary value problems involving PDEs (65N38)

Related Items (1)

Random walk on semi-cylinders for diffusion problems with mixed Dirichlet-Robin boundary conditions

Cites Work

• The ``walk in hemispheres process and its applications to solving boundary value problems
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