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
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
Journal title :
Mathematical and Computer Modelling