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Monte Carlo Methods for some Fourth Order Partial Differential Equations
Author(s) -
Gopalsamy K.,
Aggarwala B. D.
Publication year - 1970
Publication title -
zamm ‐ journal of applied mathematics and mechanics / zeitschrift für angewandte mathematik und mechanik
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.449
H-Index - 51
eISSN - 1521-4001
pISSN - 0044-2267
DOI - 10.1002/zamm.19700501206
Subject(s) - numerical partial differential equations , monte carlo method , elliptic partial differential equation , partial differential equation , boundary value problem , mathematics , stochastic partial differential equation , first order partial differential equation , differential equation , quasi monte carlo method , mathematical analysis , hybrid monte carlo , markov chain monte carlo , statistics
This paper deals with the formulation of Monte Carlo methods to solve certain classes of boundary value problems associated with partial differential equations of fourth order. The proposed technique is also useful to solve a system of two second order elliptic partial differential equations.