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Random walks inside a domain for estimation of the gradient of solutions to elliptic boundary value problems

Published/Copyright: January 27, 2008
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Russian Journal of Numerical Analysis and Mathematical Modelling
From the journal Volume 22 Issue 6

Elliptic boundary value problems for the Helmholtz equation are considered in the paper. In order to estimate their solutions and also the gradient of the solution, a special probabilistic representation and a corresponding statistical algorithm are constructed. The algorithm is a version of the process of ‘walking over spheres and in balls’ for solving a system of local integral equations obtained from the original differential problem by using the central and noncentral Green functions for the Helmholtz operator in a ball.


The work was supported by the Russian Foundation for Basic Research (project 05-01-00268), the program ‘Leading Scientific Schools’ (Project 4774.2006.1), and Lavrentiev SB RAS grant for young scientists.


Published Online: 2008-01-27
Published in Print: 2007-12

© de Gruyter 2007

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