A global random walk on grid algorithm for second order elliptic equations

DOI10.1515/mcma-2021-2092OpenAlexW3198172059MaRDI QIDQ5919129

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Publication date: 3 November 2021

Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/mcma-2021-2092

zbMATH Keywords

double randomizationrandom walks on grids

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Applications to the sciences (65Z05)

Related Items (4)

Two stochastic algorithms for solving elastostatics problems governed by the Lamé equation ⋮ Unnamed Item ⋮ 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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