Email this article On Stochastic Algorithms for Solving Boundary-Value Problems for the Laplace Operator
- Authors: Sipin A.S.1
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Affiliations:
- Vologda State University
- Issue: Vol 225, No 5 (2017)
- Pages: 812-817
- Section: Article
- URL: https://ogarev-online.ru/1072-3374/article/view/239837
- DOI: https://doi.org/10.1007/s10958-017-3497-y
- ID: 239837
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Abstract
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.
About the authors
A. S. Sipin
Vologda State University
Author for correspondence.
Email: cac1909@mail.ru
Russian Federation, Vologda
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