WIAS Preprint No. 826, (2003)
Random walk on spheres algorithm for biharmonic equation: Optimization and error estimation
- Sabelfeld, Karl K.
- Shkarupa, Elena
2010 Mathematics Subject Classification
- 65C05 76N20
- Random Walk on Spheres algorithm, global estimators, biharmonic equation, optimization and error estimation, multilinear interpolation
The global algorithm of Random Walk on Spheres suggested by K.K. Sabelfeld is analysed and a kind of optimisation strategy is suggested. The algorithm is applied here to construct a functional version of this method which uses a multilinear interpolation. As an example we have chosen the biharmonic equation governing the bending of a thin elastic plate with the simply supported boundary, however generalizations to other equations can be carried out.
- Monte Carlo Methods Appl., 9 (2003) pp. 51-65.