Probabilistic representation and Monte Carlo methods for the first boundary value problem for a polyharmonic equation

VL Lukinov, GA Mikhailov

Результат исследования: Научные публикации в периодических изданияхстатья

Аннотация

In this paper we give the results obtained by the constructed probabilistic representation of the solution to the first boundary value problem for a polyharmonic equation. It is shown that this solution is expressed by the parametric derivative of the solution to the specially constructed Dirichlet problem for the Helmholtz equation. On this basis we develop new algorithms of 'walk on a grid' and 'random walk by spheres' for the solution of a polyharmonic equation.

Язык оригиналаанглийский
Страницы (с-по)433-448
Число страниц16
ЖурналRussian Journal of Numerical Analysis and Mathematical Modelling
Том19
Номер выпуска5
DOI
СостояниеОпубликовано - 2004

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