Numerical methods for linear boundary value problems based on Feyman–Kac representations

J.E. Souza de Cursi

Mathematics and Computers in Simulation (MATCOM), 1994, vol. 36, issue 1, 1-16

Abstract: We present simulation methods for the numerical approximation of some linear boundary value problems involving Laplace's operator. The methods exposed are based on Feyman–Kac representations of the solutions. The methods are compared to each other and to finite element solution in some simple situations.

Date: 1994
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Persistent link: https://EconPapers.repec.org/RePEc:eee:matcom:v:36:y:1994:i:1:p:1-16

DOI: 10.1016/0378-4754(94)90045-0

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