Solution of partial differential equations by a modified random walk

DOI10.1007/BF01398459zbMath0209.12301OpenAlexW2059370163MaRDI QIDQ5921102

Satoshi Hoshino, K. Ichida

Publication date: 1971

Published in: Numerische Mathematik (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/132092

Mathematics Subject Classification ID

Finite difference methods for boundary value problems involving PDEs (65N06) Other special methods applied to PDEs (35A25)

Related Items

The Monte Carlo method ⋮ A Monte Carlo method for finite difference equations of elliptic type in a multiregion domain ⋮ Combination of the meshless finite difference approach with the Monte Carlo random walk technique for solution of elliptic problems

Cites Work

• Some Continuous Monte Carlo Methods for the Dirichlet Problem
• Monte Carlo Solutions of Boundary Value Problems Involving the Difference Analogue of ∂ ² u / ∂x ² + ∂ ² u / ∂y ² + K /y ∂u / ∂y = 0*
• The Floating Random Walk and Its Application to Monte Carlo Solutions of Heat Equations
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