1989 | OriginalPaper | Chapter
First Boundary Value Problem for the Equation of the Elliptic Type
Authors : S. M. Ermakov, V. V. Nekrutkin, A. S. Sipin
Published in: Random Processes for Classical Equations of Mathematical Physics
Publisher: Springer Netherlands
Included in: Professional Book Archive
Activate our intelligent search to find suitable subject content or patents.
Select sections of text to find matching patents with Artificial Intelligence. powered by
Select sections of text to find additional relevant content using AI-assisted search. powered by
As has been pointed out in Section 1.3, one of the ways to solve the first boundary problem is to reduce it to the integral equation satisfying appropriate conditions and to construct an unbiased estimator of its solution on the trajectories of the convergent Markov chain adapted to this integral equation. In Section 1.3 the scheme was realized for the simplest example of the interior Dirichlet problem for the Laplace operator. Here a more complicated and interesting case of an arbitrary elliptic operator with smooth coefficients will be considered.