Computing the principal eigenvalue of the Laplace operator by a stochastic method-Reference-Cited by-同舟云学术

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Computing the principal eigenvalue of the Laplace operator by a stochastic method

Published:2007-02 Issue:6 Volume:73 Page:351-363
ISSN:0378-4754
Container-title:Mathematics and Computers in Simulation
language:en
Short-container-title:Mathematics and Computers in Simulation

Author:

Lejay Antoine,Maire Sylvain

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Numerical Analysis,General Computer Science,Theoretical Computer Science

Reference21 articles.

1. Handbook of Brownian Motion: Facts and Formulae;Borodin,1996

2. Monte Carlo eigenvalue calculation;Brockway,1985

3. Simulations of stopped diffusions;Buchmann;J. Comput. Phys.,2005

4. A Monte Carlo method without grid for a fractured porous domain model;Campillo;Monte Carlo Meth. Appl.,2002

5. A random walk on rectangles algorithm;Deaconu;Methodol. Comput. Appl. Probab.,2006

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1. Linear Operator Equations;Exploring Monte Carlo Methods;2023

2. First-passage times to anisotropic partially reactive targets;Physical Review E;2022-05-25

3. Solving Elliptic Equations with Brownian Motion: Bias Reduction and Temporal Difference Learning;Methodology and Computing in Applied Probability;2021-06-22

4. A weighted eigenvalue problem of the biased infinity Laplacian *;Nonlinearity;2021-02-01

5. 3D positive lattice walks and spherical triangles;Journal of Combinatorial Theory, Series A;2020-05

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