Geodesic
Balayage and averaging principles in the construction of algorithms of the Monte Carlo method for the solution of boundary value problems
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 23 (1983) no. 2, pp. 366-379

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A general principle is described for constructing Monte Carlo method algorithms for solving boundary value problems. The boundary-walk algorithm is considered in detail. Two ways of taking account of the right-hand sides of the equations are described. Some problems of the theory of plates with randomly distributed loads are studied numerically. 
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     author = {K. K. Sabelfeld},
     title = {Balayage and averaging principles in the construction of algorithms of the {Monte} {Carlo} method for the solution of boundary value problems},
     journal = {\v{Z}urnal vy\v{c}islitelʹnoj matematiki i matemati\v{c}eskoj fiziki},
     pages = {366--379},
     publisher = {mathdoc},
     volume = {23},
     number = {2},
     year = {1983},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZVMMF_1983_23_2_a12/}
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K. K. Sabelfeld. Balayage and averaging principles in the construction of algorithms of the Monte Carlo method for the solution of boundary value problems. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 23 (1983) no. 2, pp. 366-379. http://geodesic.mathdoc.fr/item/ZVMMF_1983_23_2_a12/