Functional Random Walk on Spheres algorithm for biharmonic equation: optimization and error estimation

Author:

Sabelfeld Karl,Shkarupa Elena

Publisher

Walter de Gruyter GmbH

Subject

Applied Mathematics,Statistics and Probability

Reference14 articles.

1. Ermakov S.M. and Mikhailov G.A. Statistical modeling. : Nauka, Moscow, 1982 (in Russian).

2. Frolov S. and Chentzov N.N. About calculation by Monte Carlo method de-nite integrals depending on a parameter. Journal of Computational Mathematics and Mathematical Physics. 1962. V. 2, N 4, P. 714-717 (in Russian).

3. Golyandina N.E. Some functional inequalities and investigation of a rate of Markov chains to a boundary. Journal of Computational Mathematics and Mathematical Physics. 1991. V. 31, N 7, P. 1029-1041 (in Russian).

4. Golyandina N. Monte Carlo solution of boundary problems for the Laplace operator. Mathematical methods in stochastic simulation and experimental design: Proc. 2nd St. Petersburg Workshop on simulation, St. Petersburg, June 18 - 21, 1996. St. Petersburg University Press, P.81 - 86.

5. Marchuk G.I. and Agoshkov V.I. Introduction to projective grid methods. Nauka, Moscow, 1981 (in Russian).

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