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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 1983, Volume 23, Number 2, Pages 366–379 (Mi zvmmf5578)  
Balayage and averaging principles in the construction of algorithms of the Monte Carlo method for the solution of boundary value problems

K. K. Sabelfeld

Novosibirsk
Full-text PDF (1630 kB)
Abstract: A general principle is described for constructing Monte Carlo method algorithms for solving boundary value problems. The boundary-walk algorithm is considered in detail. Two ways of taking account of the right-hand sides of the equations are described. Some problems of the theory of plates with randomly distributed loads are studied numerically.
Received: 22.10.1980
Revised: 26.07.1982
English version:
USSR Computational Mathematics and Mathematical Physics, 1983, Volume 23, Issue 2, Pages 71–79
DOI: https://doi.org/10.1016/S0041-5553(83)80050-0
Bibliographic databases:
Document Type: Article
UDC: 519.676
MSC: Primary 65C05; Secondary 65N99, 35J25
Language: Russian
Citation: K. K. Sabelfeld, “Balayage and averaging principles in the construction of algorithms of the Monte Carlo method for the solution of boundary value problems”, Zh. Vychisl. Mat. Mat. Fiz., 23:2 (1983), 366–379; U.S.S.R. Comput. Math. Math. Phys., 23:2 (1983), 71–79
Citation in format AMSBIB
\Bibitem{Sab83}
\by K.~K.~Sabelfeld
\paper Balayage and averaging principles in the construction of algorithms of the Monte Carlo method for the solution of boundary value problems
\jour Zh. Vychisl. Mat. Mat. Fiz.
\yr 1983
\vol 23
\issue 2
\pages 366--379
\mathnet{http://mi.mathnet.ru/zvmmf5578}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=698224}
\zmath{https://zbmath.org/?q=an:0515.65006}
\transl
\jour U.S.S.R. Comput. Math. Math. Phys.
\yr 1983
\vol 23
\issue 2
\pages 71--79
\crossref{https://doi.org/10.1016/S0041-5553(83)80050-0}
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    		Журнал вычислительной математики и математической физики Computational Mathematics and Mathematical Physics
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