Random Walk Algorithm for Estimating the Derivatives of Solution to the Elliptic BVP

Alexander Burmistrov ()
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Alexander Burmistrov: Institute of Computational Mathematics and Mathematical Geophysics (Siberian Branch of the Russian Academy of Sciences)

A chapter in Monte Carlo and Quasi-Monte Carlo Methods 2006, 2008, pp 181-194 from Springer

Abstract: Summary Elliptic boundary value problem (BVP) for the stationary diffusion equation is considered. Within [BM03], we estimate the solution and its spatial derivatives by solving a system of local integral equations. We propose to use the Poisson-Boltzmann Green function instead of the Laplacian one. This enables us to obtain a convergent Neumann series for a wider class of equations.

Keywords: Random Walk; Probability Density Function; Boundary Value Problem; Green Function; Neumann Series (search for similar items in EconPapers)
Date: 2008
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-540-74496-2_9

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DOI: 10.1007/978-3-540-74496-2_9

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