Monte Carlo methods for solving the first boundary value problem for a polyharmonic equation

Результат исследования: Научные публикации в периодических изданияхстатья

1 Цитирования (Scopus)

Аннотация

Results of solving the first boundary value problem for a polyharmonic equation are presented. The technique is based on the probabilistic representation of the solution of this problem constructed by the authors. Such a solution is shown to be a parametric derivative of the solution of a special Dirichlet problem for the Helmholtz equation. Based on this fact, new "walk-by-spheres" algorithms for a polyharmonic equation are developed. This made it possible to construct an algorithm implementing the Monte Carlo method for estimating the covariance function of the solution of a biharmonic equation with random functional parameters.

Язык оригиналаанглийский
Страницы (с-по)476-489
Число страниц14
ЖурналComputational Mathematics and Mathematical Physics
Том45
Номер выпуска3
СостояниеОпубликовано - 1 мар 2005

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