×
Booth, Thomas E.

Exact Monte Carlo solution of elliptic partial differential equations. (English) Zbl 0451.65085

J. Comput. Phys. 39, 396-404 (1981).
Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page
scan of Zbl 0451.65085

Cited in 1 Review
Cited in 12 Documents

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

Keywords:

Monte Carlo solution; continuous random walk procedure; constant coefficients
Cite Review PDF
Full Text: DOI

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.