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A Monte Carlo iterative procedure for solving the pseudo-vibration elastic equation

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  • Shalimova, I.A.

Abstract

We deduce the spherical mean value relation for the pseudo-vibration elastic equation. We represent the kernel of the integral operator (averaging operator) in a special form having a probabilistic interpretation. This enables us to construct a random estimator for the solution which ensures an improved accuracy.

Suggested Citation

  • Shalimova, I.A., 1998. "A Monte Carlo iterative procedure for solving the pseudo-vibration elastic equation," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 47(2), pages 449-453.
  • Handle: RePEc:eee:matcom:v:47:y:1998:i:2:p:449-453
    DOI: 10.1016/S0378-4754(98)00126-8
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    References listed on IDEAS

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    1. Sabelfeld K.K. & Talay D., 1995. "Integral Formulation of the Boundary Value Problems and the Method of Random Walk on Spheres," Monte Carlo Methods and Applications, De Gruyter, vol. 1(1), pages 1-34, December.
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