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On a Monte Carlo method for biharmonic boundary value problems
Author(s) -
Gopalsamy K.,
Aggarwala B. D.
Publication year - 1973
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.19730530502
Subject(s) - biharmonic equation , monte carlo method , isotropy , boundary value problem , mathematics , homogeneous , mathematical analysis , boundary (topology) , statistical physics , physics , combinatorics , statistics , quantum mechanics
This paper deals with the formulation of a Monte Carlo method for the numerical solution of a class of boundary value problems involving the homogeneous biharmonic equation. Isotropic random walk and a mean value relation have been used.