A Grid Free Monte Carlo Algorithm for Solving Elliptic Boundary Value Problems

Abstract

In this work a grid free Monte Carlo algorithm for solving elliptic boundary value problems is investigated. The proposed Monte Carlo approach leads to a random process called a ball process. In order to generate random variables with the desired distribution, rejection techniques on two levels are used. Varied numerical tests on a Sun Ultra Enterprise 4000… (More)
DOI: 10.1007/3-540-45262-1_42

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Cite this paper

@inproceedings{Gurov2000AGF, title={A Grid Free Monte Carlo Algorithm for Solving Elliptic Boundary Value Problems}, author={Todor V. Gurov and Paula A. Whitlock and Ivan Tomov Dimov}, booktitle={NAA}, year={2000} }