Domain Decomposition Solution of Elliptic Boundary-Value Problems via Monte Carlo and Quasi-Monte Carlo Methods.
Juan A. AcebrónMaria Pia BusicoPiero LanucaraRenato SpiglerPublished in: SIAM J. Sci. Comput. (2005)
Keyphrases
- monte carlo
- monte carlo methods
- boundary value problem
- differential equations
- boundary conditions
- numerical solution
- variational inequalities
- markov chain
- poisson equation
- partial differential equations
- monte carlo tree search
- particle filter
- monte carlo method
- matrix inversion
- higher order
- dynamical systems
- sufficient conditions
- multiscale