A new Global Random Walk algorithm for calculation of the solution and its derivatives of elliptic equations with constant coefficients in an arbitrary set of points-Reference-Cited by-同舟云学术

A new Global Random Walk algorithm for calculation of the solution and its derivatives of elliptic equations with constant coefficients in an arbitrary set of points

Published:2020-09 Issue: Volume:107 Page:106466
ISSN:0893-9659
Container-title:Applied Mathematics Letters
language:en
Short-container-title:Applied Mathematics Letters

Author:

Sabelfeld Karl,Kireeva Anastasya

Funder

Ministry of Science and High Education of the Russian Federation

Publisher

Elsevier BV

Subject

Applied Mathematics

Reference14 articles.

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2. Stochastic Numerics for Mathematical Physics;Milstein,2004

3. Monte Carlo Methods for Boundary Value Problems;Sabelfeld,1991

4. Stochastic Methods for Boundary Value Problems. Numerics for High-Dimensional PDEs and Applications;Sabelfeld,2016

5. Random walk on spheres algorithm for solving transient drift diffusion- reaction problems;Sabelfeld;Monte Carlo Methods Appl.,2017

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