Exact Monte Carlo solution of elliptic partial differential equations. (English) Zbl 0451.65085
MSC:
65N99 | Numerical methods for partial differential equations, boundary value problems |
60G50 | Sums of independent random variables; random walks |
65C05 | Monte Carlo methods |
35J05 | Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation |
35J25 | Boundary value problems for second-order elliptic equations |
References:
[1] | Garbedian, P. R., Partial Differential Equations (1964), Wiley: Wiley New York · Zbl 0124.30501 |
[2] | Bevensee, R. M., Applications of Probabilistic Potential Theory (PPT) to the solution of Electromagnetic Problems, (UCRL-82760 (1979), Lawrence Livermore Laboratory) |
[4] | Burington; Torrance, Higher Mathematics, ((1939), McGraw-Hill: McGraw-Hill New York), 111 · JFM 65.0182.03 |
[5] | Courant, R.; Hilbert, (Methods of Mathematical Physics, Vol. II (1965), Interscience: Interscience New York), 289 |
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.