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 оригинала | английский |
---|---|
Страницы (с-по) | 476-489 |
Число страниц | 14 |
Журнал | Computational Mathematics and Mathematical Physics |
Том | 45 |
Номер выпуска | 3 |
Состояние | Опубликовано - 1 мар 2005 |
Опубликовано для внешнего пользования | Да |
ГРНТИ
- 27.41 Вычислительная математика