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JOURNALS // Sibirskii Matematicheskii Zhurnal // Archive

Sibirsk. Mat. Zh., 2003 Volume 44, Number 5, Pages 1163–1182 (Mi smj1240)

This article is cited in 5 papers

Error estimation and optimization of the functional algorithms of a random walk on a grid which are applied to solving the Dirichlet problem for the Helmholtz equation

E. V. Shkarupa

Institute of Computational Mathematics and Mathematical Geophysics (Computing Center), Siberian Branch of the Russian Academy of Sciences

Abstract: We consider the algorithms of a “random walk on a grid” which are applied to global solution of the Dirichlet problem for the Helmholtz equation (the direct and conjugate methods). In the metric space $\mathbf{C}$ we construct some upper error bounds and obtain optimal values (in the sense of the error bound) of the parameters of the algorithms (the number of nodes and the sample size).

Keywords: Monte Carlo method, random walk, Helmholtz equation, functional algorithm, error bound, optimization.

UDC: 519.245

Received: 15.10.2002


 English version:
Siberian Mathematical Journal, 2003, 44:5, 908–925

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