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
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