Solving the Dirichlet problem for nonlinear elliptic equations by the Monte Carlo method
type: Item
instance of: scholarly article
title: Solving the Dirichlet problem for nonlinear elliptic equations by the Monte Carlo method
zbMATH Open document ID: 0852.65116
DOI: 10.1007/BF02104574
author: G. A. Mikhaĭlov
published in: Siberian Mathematical Journal
publication date: 1996-12-05T00:00:00Z
review text: We construct estimates for the Monte Carlo method of ``random walk by spheres and balls'' with a branching when the trajectory of transitions enters a ball. The new estimates given here are characterized by the presence of pure proliferation.
Mathematics Subject Classification ID: 65Z05
Mathematics Subject Classification ID: 65C05
Mathematics Subject Classification ID: 35J65
zbMATH DE Number: 917117
zbMATH Keywords: Dirichlet problem
zbMATH Keywords: nonlinear elliptic equations
zbMATH Keywords: random walk by spheres and balls
zbMATH Keywords: Monte Carlo method
MaRDI profile type: Publication
cites work: Q3740770
cites work: Some Continuous Monte Carlo Methods for the Dirichlet Problem
cites work: Monte Carlo methods with the calculation of parametric derivatives for solving metaharmonic equations
cites work: Q3276061
cites work: Q5665024
description: scientific article; zbMATH DE number 917117