A. N. Kuznetsov, I. A. Rytenkova, A. S. Sipin, “Monte–Carlo estimations for powers of Green operator and the first eigenvalue for Dirichlet boundary value problem”, Vestn. Samar. Gos. Tekhn. Univ., Ser. Fiz.-Mat. Nauki [J. Samara State Tech. Univ., Ser. Phys. Math. Sci.], 2011, Issue 4(25),Pages <nobr>82

This article is cited in 1 paper

Mathematical Modeling

Monte–Carlo estimations for powers of Green operator and the first eigenvalue for Dirichlet boundary value problem

A. N. Kuznetsov, I. A. Rytenkova, A. S. Sipin

Dept. of Applied Mathematics, Vologda State Pedagogical University, Vologda

Abstract: In this paper, we examine the algorithm for computing the powers of a Green operator and the first eigenvalue for the Dirichlet boundary value problem using Monte–Carlo method. The efficiency of numerical realization of these algorithms is also discussed.

Keywords: Monte-Carlo method, eigenvalues of the Dirichlet boundary value problem, Green function, Green operator, distributed computing.

UDC: 519.245; 519.632.4

MSC: Primary 65С05; Secondary 35J08

Original article submitted 11/V/2011
revision submitted – 15/XI/2011

DOI: 10.14498/vsgtu962