Probabilistic representation and Monte Carlo methods for the first boundary value problem for a polyharmonic equation
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| 024 | 7 | 0 | |a 10.1515/1569398042395989 |2 doi |
| 035 | |a (NATIONALLICENCE)gruyter-10.1515/1569398042395989 | ||
| 245 | 0 | 0 | |a Probabilistic representation and Monte Carlo methods for the first boundary value problem for a polyharmonic equation |h [Elektronische Daten] |c [V. L. Lukinov, G. A. Mikhailov] |
| 520 | 3 | |a In this paper we give the results obtained by the constructed probabilistic representation of the solution to the first boundary value problem for a polyharmonic equation. It is shown that this solution is expressed by the parametric derivative of the solution to the specially constructed Dirichlet problem for the Helmholtz equation. On this basis we develop new algorithms of 'walk on a grid' and 'random walk by spheres' for the solution of a polyharmonic equation. | |
| 540 | |a Copyright 2004, Walter de Gruyter | ||
| 700 | 1 | |a Lukinov |D V. L. |u Institute of Computational Mathematics, Siberian Branch of the Russian Academy of Sciences,Novosibirsk 630090, Russia |4 aut | |
| 700 | 1 | |a Mikhailov |D G. A. |u Institute of Computational Mathematics, Siberian Branch of the Russian Academy of Sciences,Novosibirsk 630090, Russia |4 aut | |
| 773 | 0 | |t Russian Journal of Numerical Analysis and Mathematical Modelling |d Walter de Gruyter |g 19/5(2004-10-01), 433-448 |x 0927-6467 |q 19:5<433 |1 2004 |2 19 |o rnam | |
| 856 | 4 | 0 | |u https://doi.org/10.1515/1569398042395989 |q text/html |z Onlinezugriff via DOI |
| 908 | |D 1 |a research article |2 jats | ||
| 950 | |B NATIONALLICENCE |P 856 |E 40 |u https://doi.org/10.1515/1569398042395989 |q text/html |z Onlinezugriff via DOI | ||
| 950 | |B NATIONALLICENCE |P 700 |E 1- |a Lukinov |D V. L. |u Institute of Computational Mathematics, Siberian Branch of the Russian Academy of Sciences,Novosibirsk 630090, Russia |4 aut | ||
| 950 | |B NATIONALLICENCE |P 700 |E 1- |a Mikhailov |D G. A. |u Institute of Computational Mathematics, Siberian Branch of the Russian Academy of Sciences,Novosibirsk 630090, Russia |4 aut | ||
| 950 | |B NATIONALLICENCE |P 773 |E 0- |t Russian Journal of Numerical Analysis and Mathematical Modelling |d Walter de Gruyter |g 19/5(2004-10-01), 433-448 |x 0927-6467 |q 19:5<433 |1 2004 |2 19 |o rnam | ||
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