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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 1979, Volume 19, Number 4, Pages 961–969
(Mi zvmmf5343)
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The Monte Carlo solution of a boundary value problem for the metaharmonic equation
K. K. Sabelfeld Novosibirsk
Abstract:
An algorithm of the Monte Carlo method is constructed for solving the metaharmonic equation (1). A system of integral equations of the second kind is derived for the functions $\delta^ku(x)$, $k = 0, 1,..., n-1$. It is shown that if the singularities of the kernels are included in the transition density of the simulated Markov chain, the Neumann series for this system converges, which enables the Monte Carlo method to be used. The case $n=2$, $x\in R^m$, important in the theory of plasticity is discussed in detail.
Received: 13.02.1978 Revised: 20.07.1978
Citation:
K. K. Sabelfeld, “The Monte Carlo solution of a boundary value problem for the metaharmonic equation”, Zh. Vychisl. Mat. Mat. Fiz., 19:4 (1979), 961–969; U.S.S.R. Comput. Math. Math. Phys., 19:4 (1979), 173–182
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https://www.mathnet.ru/eng/zvmmf5343 https://www.mathnet.ru/eng/zvmmf/v19/i4/p961
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Abstract page: | 342 | Full-text PDF : | 172 |
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