Skip to main content
SpringerLink
Log in

Solution of boundary value problems of the second and third kinds by the monte carlo methods

  • Published:
Siberian Mathematical Journal Aims and scope Submit manuscript

This is a preview of subscription content, log in via an institution to check access.

Access this article

Log in via an institution

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Institutional subscriptions

References

  1. C. Miranda, Partial Differential Equations of Elliptic Type [Russian translation], Izdat. Inostr. Lit., Moscow (1957).

    Google Scholar 

  2. S. M. Ermakov and G. A. Mikhaîlov, Statistical Modeling [in Russian], Nauka, Moscow (1982).

    Google Scholar 

  3. G. A. Mikhailov, New Monte Carlo Methods with Estimating Derivatives, VSP, Utrecht and Tokyo (1995).

    MATH  Google Scholar 

  4. M. E. Muller, “some continuous Monte Carlo methods for the Dirichlet problem” Ann. Math. Statist.,27, No. 3, 569–589 (1956).

    Google Scholar 

  5. A. A. Kronberg, “On algorithms for statistical modeling of the solution of boundary value problems of elliptic type” Zh. Vychisl. Mat. i Mat. Fiz.,24, No. 10, 1531–1537 (1984).

    MATH  Google Scholar 

  6. G. A. Mikhaîlov and A. F. Cheshkova, “Solving the difference Dirichlet problem for the Helmholtz multidimensional equation by the Monte Carlo method”, Zh. Vychisl. Mat. i Mat. Fiz. (to appear).

Download references

Authors
  1. G. A. Mikhaĭlov
    View author publications

    You can also search for this author in PubMed Google Scholar

  2. R. N. Makarov
    View author publications

    You can also search for this author in PubMed Google Scholar

Additional information

The research was financially supported by the Russian Foundation for Basic Research (Grant 97-01-00855).

Novosibirsk. Translated fromSibirskiî Matematicheskiî Zhurnal, Vol. 38, No. 3, pp. 603–614, May–June, 1997.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Mikhaĭlov, G.A., Makarov, R.N. Solution of boundary value problems of the second and third kinds by the monte carlo methods. Sib Math J 38, 518–527 (1997). https://doi.org/10.1007/BF02683840

Download citation

  • Received:

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF02683840

Keywords

Search

Navigation