INTEGRAL AND PROBABILISTIC REPRESENTATIONS FOR SYSTEMS OF ELLIPTIC-EQUATIONS

Authors
Citation
Kk. Sabelfeld, INTEGRAL AND PROBABILISTIC REPRESENTATIONS FOR SYSTEMS OF ELLIPTIC-EQUATIONS, Mathematical and computer modelling, 23(8-9), 1996, pp. 111-129
Citations number
12
Categorie Soggetti
Mathematics,Mathematics,"Computer Science Interdisciplinary Applications","Computer Science Software Graphycs Programming
ISSN journal
08957177
Volume
23
Issue
8-9
Year of publication
1996
Pages
111 - 129
Database
ISI
SICI code
0895-7177(1996)23:8-9<111:IAPRFS>2.0.ZU;2-1
Abstract
We present probabilistic representations for some systems of elliptic equations constructed as expectations of functionals of some specific Markov chains, in particular, the walk on spheres processes; These rep resentations are deduced from converse mean value theorems that we pro ve for the equations under analysis, especially the Lame equation of e lasticity theory. We construct Monte Carlo algorithms, and estimate th e variances and the cost.