Exact Monte Carlo solution of elliptic partial differential equations
Journal Article
·
· J. Comput. Phys.; (United States)
A continous random walk procedure is developed for solving some elliptic partial differential equations with constant coefficients. The Monte Carlo method described here is exact (except possibly at the boundary) in the sense that the only error involved is the inherent statistical sampling error, that tends to zero as the sample size increases.
- Research Organization:
- Los Alamos Scientific Laboratory, Los Alamos, New Mexico, 87545
- OSTI ID:
- 5864906
- Journal Information:
- J. Comput. Phys.; (United States), Journal Name: J. Comput. Phys.; (United States) Vol. 39:2; ISSN JCTPA
- Country of Publication:
- United States
- Language:
- English
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