Balayage and averaging principles in the construction of algorithms of the Monte Carlo method for the solution of boundary value problems

K. K. Sabelfeld

Novosibirsk

Abstract: A general principle is described for constructing Monte Carlo method algorithms for solving boundary value problems. The boundary-walk algorithm is considered in detail. Two ways of taking account of the right-hand sides of the equations are described. Some problems of the theory of plates with randomly distributed loads are studied numerically.

UDC: 519.676

MSC: Primary 65C05; Secondary 65N99, 35J25

Received: 22.10.1980
Revised: 26.07.1982

 English version: USSR Computational Mathematics and Mathematical Physics, 1983, 23:2, 71–79

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