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

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

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.

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:Vestnik Samarskogo gosudarstvennogo tehničeskogo universiteta. Seriâ Fiziko-matematičeskie nauki 2011-12, Vol.4(25), p.82-92
Hauptverfasser: A. N. Kuznetsov, I. A. Rytenkova, A. S. Sipin
Format: Artikel
Sprache:eng ; rus
Online-Zugang:Volltext
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Beschreibung
Zusammenfassung: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.
ISSN:1991-8615
2310-7081
DOI:10.14498/vsgtu962