Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 23 (1983) no. 2, pp. 366-379
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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/
@article{ZVMMF_1983_23_2_a12,
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},
year = {1983},
volume = {23},
number = {2},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZVMMF_1983_23_2_a12/}
}
TY - JOUR
AU - K. K. Sabelfeld
TI - Balayage and averaging principles in the construction of algorithms of the Monte Carlo method for the solution of boundary value problems
JO - Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki
PY - 1983
SP - 366
EP - 379
VL - 23
IS - 2
UR - http://geodesic.mathdoc.fr/item/ZVMMF_1983_23_2_a12/
LA - ru
ID - ZVMMF_1983_23_2_a12
ER -
%0 Journal Article
%A K. K. Sabelfeld
%T Balayage and averaging principles in the construction of algorithms of the Monte Carlo method for the solution of boundary value problems
%J Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki
%D 1983
%P 366-379
%V 23
%N 2
%U http://geodesic.mathdoc.fr/item/ZVMMF_1983_23_2_a12/
%G ru
%F ZVMMF_1983_23_2_a12
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.
