Computing the principal eigenvalue of the Laplace operator by a stochastic method
type: Item
instance of: scholarly article
title: Computing the principal eigenvalue of the Laplace operator by a stochastic method
zbMATH Open document ID: 1110.65105
author: Antoine Lejay
author: Sylvain Maire
published in: Mathematics and Computers in Simulation
publication date: 2007-03-12T00:00:00Z
full work available at URL: lejay-maire.pdf
Mathematics Subject Classification ID: 65N25
Mathematics Subject Classification ID: 65C05
Mathematics Subject Classification ID: 35P15
Mathematics Subject Classification ID: 60G50
Mathematics Subject Classification ID: 60J65
zbMATH DE Number: 5133097
zbMATH Keywords: first eigenvalue of the Dirichlet problem
zbMATH Keywords: Euler scheme for Brownian motion
zbMATH Keywords: random walk on spheres
zbMATH Keywords: random walk on rectangles
zbMATH Keywords: Monte Carlo method
zbMATH Keywords: numerical examples
MaRDI profile type: Publication
OpenAlex ID: W2153856456
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DOI: 10.1016/J.MATCOM.2006.06.011
description: scientific article; zbMATH DE number 5133097