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

Λεπτομέρειες βιβλιογραφικής εγγραφής
Τίτλος: Random Walk Algorithm for Estimating the Derivatives of Solution to the Elliptic BVP.
Συγγραφείς: Keller, Alexander1 alexander.keller@uni-ulm.de, Heinrich, Stefan2 heinrich@informatik.uni-kl.de, Niederreiter, Harald3 nied@math.nus.edu.sg, Burmistrov, Alexander4,5 burm@osmf.sscc.ru
Πηγή: Monte Carlo & Quasi-Monte Carlo Methods 2006. 2008, p181-194. 14p.
Περίληψη: 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. [ABSTRACT FROM AUTHOR]
Βάση Δεδομένων: Supplemental Index