Walk-on-spheres algorithm for solving third boundary value problem. (February 2017)
- Record Type:
- Journal Article
- Title:
- Walk-on-spheres algorithm for solving third boundary value problem. (February 2017)
- Main Title:
- Walk-on-spheres algorithm for solving third boundary value problem
- Authors:
- Simonov, Nikolai A.
- Abstract:
- Abstract: We propose a new Monte Carlo method for solving the third boundary value problem for the Laplace equation. The algorithm provides a possibility to construct an unbiased estimator for the solution.
- Is Part Of:
- Applied mathematics letters. Volume 64(2017:Feb.)
- Journal:
- Applied mathematics letters
- Issue:
- Volume 64(2017:Feb.)
- Issue Display:
- Volume 64 (2017)
- Year:
- 2017
- Volume:
- 64
- Issue Sort Value:
- 2017-0064-0000-0000
- Page Start:
- 156
- Page End:
- 161
- Publication Date:
- 2017-02
- Subjects:
- Monte Carlo -- Random walk -- Third boundary value problem -- Laplace equation -- Markov chain
Applied mathematics -- Periodicals
519.05 - Journal URLs:
- http://www.sciencedirect.com/science/journal/08939659 ↗
http://www.elsevier.com/journals ↗ - DOI:
- 10.1016/j.aml.2016.09.008 ↗
- Languages:
- English
- ISSNs:
- 0893-9659
- Deposit Type:
- Legaldeposit
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library DSC - 1573.880000
British Library DSC - BLDSS-3PM
British Library HMNTS - ELD Digital store - Ingest File:
- 7415.xml