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A Grid Free Monte Carlo Algorithm for Solving Elliptic Boundary Value Problems

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Numerical Analysis and Its Applications (NAA 2000)

Part of the book series: Lecture Notes in Computer Science ((LNCS,volume 1988))

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Abstract

In this work a grid free Monte Carlo algorithm for solving elliptic boundary value problems is investigated. The proposed Monte Carlo approach leads to a random process called a ball process.

In order to generate random variables with the desired distribution, rejection techniques on two levels are used.

Varied numerical tests on a Sun Ultra Enterprise 4000 with 14 Ultra- SPARC processors were performed. The code which implemented the new algorithm was written in JAVA.

The numerical results show that the derived theoretical estimates can be used to predict the behavior of a wide class of elliptic boundary value problems.

Supported by ONR Grant N00014-96-1-1-1057 and by the National Science Fund of Bulgaria under Grant # I 811/1998.

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References

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Author information

Authors and Affiliations

  1. Central Laboratory for Parallel Processing, Bulgarian Academy of Sciences Acad., G. Bonchev St.,bl. 25 A, 1113, Sofia, Bulgaria

    T. Gurov & I. Dimov

  2. Dep. of Comp. and Inf. Sci., Brooklyn College - CUNY, 2900 Bedford Avenue Brooklyn, NY 11210-2889

    T. Gurov & P. Whitlock

Authors
  1. T. Gurov
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  2. P. Whitlock
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  3. I. Dimov
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Editor information

Editors and Affiliations

  1. Department of Computer Science, University of Rousse, 7000, Rousse, Bulgaria

    Lubin Vulkov  & Plamen Yalamov  & 

  2. UNI-C,Danish Computing Center for Research and Education, DTU,Building 304, 2800, Lyngby, Denmark

    Jerzy Waśniewski

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© 2001 Springer-Verlag Berlin Heidelberg

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Gurov, T., Whitlock, P., Dimov, I. (2001). A Grid Free Monte Carlo Algorithm for Solving Elliptic Boundary Value Problems. In: Vulkov, L., Yalamov, P., Waśniewski, J. (eds) Numerical Analysis and Its Applications. NAA 2000. Lecture Notes in Computer Science, vol 1988. Springer, Berlin, Heidelberg. https://doi.org/10.1007/3-540-45262-1_42

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  • DOI: https://doi.org/10.1007/3-540-45262-1_42

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-41814-6

  • Online ISBN: 978-3-540-45262-1

  • eBook Packages: Springer Book Archive

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