Numerical approximation of dirichlet problem in bounded domains and applications
Küçük Resim Yok
Tarih
2009
Yazarlar
Dergi Başlığı
Dergi ISSN
Cilt Başlığı
Yayıncı
Maltepe Üniversitesi
Erişim Hakkı
CC0 1.0 Universal
info:eu-repo/semantics/openAccess
info:eu-repo/semantics/openAccess
Özet
We consider numerical approximation of Dirichlet problem for the Laplace equation in a domain D ? R d , that is we will consider the problem of finding a C 2 function. Using probabilistic methods we can give explicit reprezentation of solution of Dirichlet problem u(z) = E z f(B?D ) , where Bt is a Brownian motion starting at B0 = z, E z denotes the expectation of function in B?D , and ?D = inf{t ? 0, Bt ?/ D} is the exit time of Brownian motion from D. We give a Mathematical implementation of function u(z) for different choices of f and domain D (half-plane, unit disc, rectangle, triangle) and we apply it to obtain some numerical results.
Açıklama
Anahtar Kelimeler
Kaynak
International Conference of Mathematical Sciences
WoS Q Değeri
Scopus Q Değeri
Cilt
Sayı
Künye
Rachieru, O. (2009). Numerical approximation of dirichlet problem in bounded domains and applications. Maltepe Üniversitesi. s. 310.
