A global random walk on grid algorithm for second order elliptic equations

2021 ◽  
Vol 0 (0) ◽  
Author(s):  
Karl K. Sabelfeld ◽  
Dmitrii Smirnov
Keyword(s):  
Differential Equation ◽  
Random Walk ◽  
Green Function ◽  
Elliptic Equations ◽  
Symmetry Property ◽  
Variable Coefficients ◽  
Second Order ◽  
Grid Algorithm ◽  
The Green Function ◽  
Second Order Elliptic Equations

Abstract We suggest in this paper a global random walk on grid (GRWG) method for solving second order elliptic equations. The equation may have constant or variable coefficients. The GRWS method calculates the solution in any desired family of m prescribed points of the gird in contrast to the classical stochastic differential equation based Feynman–Kac formula, and the conventional random walk on spheres (RWS) algorithm as well. The method uses only N trajectories instead of mN trajectories in the RWS algorithm and the Feynman–Kac formula. The idea is based on the symmetry property of the Green function and a double randomization approach.

A global random walk on grid algorithm for second order elliptic equations

2021 ◽  
Vol 0 (0) ◽  
Author(s):  
Karl K. Sabelfeld ◽  
Dmitry Smirnov ◽  
Ivan Dimov ◽  
Venelin Todorov
Keyword(s):  
Random Walk ◽  
Elliptic Equations ◽  
Linear Equations ◽  
Computational Cost ◽  
Transition Matrices ◽  
Systems Of Linear Equations ◽  
Systems Of Elliptic Equations ◽  
Grid Algorithm ◽  
Large Systems ◽  
Second Order Elliptic Equations

Abstract In this paper we develop stochastic simulation methods for solving large systems of linear equations, and focus on two issues: (1) construction of global random walk algorithms (GRW), in particular, for solving systems of elliptic equations on a grid, and (2) development of local stochastic algorithms based on transforms to balanced transition matrix. The GRW method calculates the solution in any desired family of prescribed points of the gird in contrast to the classical stochastic differential equation based Feynman–Kac formula. The use in local random walk methods of balanced transition matrices considerably decreases the variance of the random estimators and hence decreases the computational cost in comparison with the conventional random walk on grids algorithms.

scholarly journals Integral operator and oscillation of second order elliptic equations

2005 ◽  
Vol 36 (2) ◽  
pp. 93-101 ◽  
Author(s):  
Zhiting Xu ◽  
Hongyan Xing
Keyword(s):  
Differential Equation ◽  
Integral Operator ◽  
Elliptic Equations ◽  
Second Order ◽  
Elliptic Differential Equation ◽  
Oscillation Criteria ◽  
Second Order Elliptic Equations

By using integral operator, some oscillation criteria for second order elliptic differential equation$$ \sum^d _{i,j=1} D_i[A_{ij}(x)D_jy]+ q(x)f(y)=0, \;x \in \Omega\qquad \eqno{(E)} $$are established. The results obtained here can be regarded as the extension of the well-known Kamenev theorem to Eq.$(E)$.

Electrostatic oscillations in cold inhomogeneous plasma I. Differential equation approach

1971 ◽  
Vol 5 (2) ◽  
pp. 239-263 ◽  
Author(s):  
Z. Sedláček
Keyword(s):  
Differential Equation ◽  
Green Function ◽  
Normal Mode Analysis ◽  
Inhomogeneous Plasma ◽  
Mode Analysis ◽  
Complex Frequency ◽  
Plasma Oscillations ◽  
The Laplace Transform ◽  
Collective Oscillations ◽  
The Green Function

Small amplitude electrostatic oscillations in a cold plasma with continuously varying density have been investigated. The problem is the same as that treated by Barston (1964) but instead of his normal-mode analysis we employ the Laplace transform approach to solve the corresponding initial-value problem. We construct the Green function of the differential equation of the problem to show that there are branch-point singularities on the real axis of the complex frequency-plane, which correspond to the singularities of the Barston eigenmodes and which, asymptotically, give rise to non-collective oscillations with position-dependent frequency and damping proportional to negative powers of time. In addition we find an infinity of new singularities (simple poles) of the analytic continuation of the Green function into the lower half of the complex frequency-plane whose position is independent of the spatial co-ordinate so that they represent collective, exponentially damped modes of plasma oscillations. Thus, although there may be no discrete spectrum, in a more general sense a dispersion relation does exist but must be interpreted in the same way as in the case of Landau damping of hot plasma oscillations.

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