• Title of article

    Integral and probabilistic representations for systems of elliptic equations

  • Author/Authors

    Sabelfeld، نويسنده , , K.K.، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 1996
  • Pages
    19
  • From page
    111
  • To page
    129
  • Abstract
    We present probabilistic representations for some systems of elliptic equations constructed as expectations of functionals of some specific Markov chains, in particular, the walk on spheres processes. These representations are deduced from converse mean value theorems that we prove for the equations under analysis, especially the Lamé equation of elasticity theory. We construct Monte Carlo algorithms, and estimate the variances and the cost.
  • Keywords
    Direct and converse spherical mean value relations , Walk on spheres process , Lamé equation , Local integral equations
  • Journal title
    Mathematical and Computer Modelling
  • Serial Year
    1996
  • Journal title
    Mathematical and Computer Modelling
  • Record number

    1590403