Functional Random Walk on Spheres algorithm for biharmonic equation: optimization and error estimation

Verfasser / Beitragende:
[Karl Sabelfeld, Elena Shkarupa]
Ort, Verlag, Jahr:
2003
Enthalten in:
Monte Carlo Methods and Applications, 9/1(2003-01-01), 51-65
Format:
Artikel (online)
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024 7 0 |a 10.1515/156939603322587461  |2 doi 
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245 0 0 |a Functional Random Walk on Spheres algorithm for biharmonic equation: optimization and error estimation  |h [Elektronische Daten]  |c [Karl Sabelfeld, Elena Shkarupa] 
520 3 |a The global algorithm of Random Walk on Spheres suggested in [Sabelfeld K.K. Monte Carlo methods in boundary problems. Springer-Verlag, Heidelberg - Berlin - New York, 1991.] is analyzed and a kind of optimization strategy is suggested. The algorithm is applied here to construct a functional version of this method which uses a multilinear interpolation. As an example we have chosen the biharmonic equation governing the bending of a thin elastic plate with the simply supported boundary, however generalizations to other equations can be carried out. 
540 |a Copyright 2003, Walter de Gruyter 
690 7 |a Random Walk on Spheres algorithm  |2 nationallicence 
690 7 |a global estimators  |2 nationallicence 
690 7 |a biharmonic equation  |2 nationallicence 
690 7 |a optimization and error estimation  |2 nationallicence 
690 7 |a multilinear interpolation  |2 nationallicence 
700 1 |a Sabelfeld  |D Karl  |u Weierstrass Institute for Applied Analysis and Stochastics, Mohrenstrasse 39, D - 10117 Berlin, Germany.  |4 aut 
700 1 |a Shkarupa  |D Elena  |u Institute of Comput. Math. and Mathem. Geophysics, Lavrentiev str., 6, 630090 Novosibirsk, Russia.  |4 aut 
773 0 |t Monte Carlo Methods and Applications  |d Walter de Gruyter  |g 9/1(2003-01-01), 51-65  |x 0929-9629  |q 9:1<51  |1 2003  |2 9  |o mcma 
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950 |B NATIONALLICENCE  |P 700  |E 1-  |a Sabelfeld  |D Karl  |u Weierstrass Institute for Applied Analysis and Stochastics, Mohrenstrasse 39, D - 10117 Berlin, Germany  |4 aut 
950 |B NATIONALLICENCE  |P 700  |E 1-  |a Shkarupa  |D Elena  |u Institute of Comput. Math. and Mathem. Geophysics, Lavrentiev str., 6, 630090 Novosibirsk, Russia  |4 aut 
950 |B NATIONALLICENCE  |P 773  |E 0-  |t Monte Carlo Methods and Applications  |d Walter de Gruyter  |g 9/1(2003-01-01), 51-65  |x 0929-9629  |q 9:1<51  |1 2003  |2 9  |o mcma 
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