On Stochastic Algorithms for Solving Boundary-Value Problems for the Laplace Operator

被引：0

作者：

Sipin A.S. ^{[1
]}

机构：

[1] Vologda State University, Vologda

来源：

Journal of Mathematical Sciences | 2017年 / 225卷 / 5期

关键词：

D O I：

10.1007/s10958-017-3497-y

中图分类号：

学科分类号：

摘要：

The paper deals with the mixed boundary-value problem for the Poisson equation. Random walks inside the domain are constructed and unbiased estimators for the solution of the boundary-value problem are defined on their trajectories. The finiteness of the estimator variance is proved. The possibility of practical realization of the estimators by the Monte Carlo method is studied. © 2017, Springer Science+Business Media, LLC.

引用

页码：812 / 817

页数：5

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