The Library
Green's functions by Monte Carlo
Tools
White, David and Stuart, A. M. (2009) Green's functions by Monte Carlo. In: 8th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing (MCQMC 08), Univ Montreal, Montreal, CANADA, JUL 06-11, 2008. Published in: Monte Carlo and Quasi-Monte Carlo Methods 2008 pp. 627-636. ISBN 978-3-642-04106-8. doi:10.1007/978-3-642-04107-5-41
Research output not available from this repository.
Request-a-Copy directly from author or use local Library Get it For Me service.
Official URL: http://dx.doi.org/10.1007/978-3-642-04107-5_41
Abstract
We describe a new numerical technique to estimate Green's functions of elliptic differential operators on bounded open sets. The algorithm utilizes SPDE based function space sampling techniques in conjunction with Metropolis-Hastings MCMC. The key idea is that neither the proposal nor the acceptance probability require the evaluation of a Dirac measure. The method allows Green's functions to be estimated via ergodic averaging. Numerical examples in both 1D and 2D, with second and fourth order elliptic PDE's, are presented to validate this methodology.
Item Type: | Conference Item (Paper) | ||||
---|---|---|---|---|---|
Subjects: | Q Science > QA Mathematics > QA76 Electronic computers. Computer science. Computer software | ||||
Journal or Publication Title: | Monte Carlo and Quasi-Monte Carlo Methods 2008 | ||||
Publisher: | Springer | ||||
ISBN: | 978-3-642-04106-8 | ||||
Editor: | LEcuyer, P and Owen, AB | ||||
Official Date: | 2009 | ||||
Dates: |
|
||||
Number of Pages: | 10 | ||||
Page Range: | pp. 627-636 | ||||
DOI: | 10.1007/978-3-642-04107-5-41 | ||||
Status: | Peer Reviewed | ||||
Publication Status: | Published | ||||
Conference Paper Type: | Paper | ||||
Title of Event: | 8th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing (MCQMC 08) | ||||
Type of Event: | Conference | ||||
Location of Event: | Univ Montreal, Montreal, CANADA | ||||
Date(s) of Event: | JUL 06-11, 2008 |
Data sourced from Thomson Reuters' Web of Knowledge
Request changes or add full text files to a record
Repository staff actions (login required)
View Item |