# Институт вычислительной математики

и математической геофизики

# The International Conference on Computational Mathematics

ICCM-2004

June, 21-25, 2004
Novosibirsk, Academgorodok

## Abstracts

*Statistic modeling and Monte Carlo methods*

## Calculation of the parametric derivaties and solution of the polyharmonic equation by the Monte Carlo method.

**NSU (Novosibirsk)**
In this report the results finding using the probabalistic representation of the solution first boundary problem for polyharmonic equation is presented. Shown, that such solution is expressed by the parametric derivation of the solution of the specially constructed Dirichlet problem for the Helmgolz equation. On this base new algorithms lattice walk and walk by spheres for solving the polyharmonic equation.

*Note. Abstracts are published in author's edition*

© 1996-2000, Siberian Branch of Russian Academy of Sciences, Novosibirsk

Last update: 06-Jul-2012 (11:52:06)