Kostromin, G. Ya. The algorithm of walking on parallelepipeds for the solution of a boundary value problem for a differential equation of elliptic type. (Russian) Zbl 0706.65121 Veroyatn. Metody Kibern. 22, 80-90 (1987). An algorithm based on the walking on the surface of an n-dimensional network parallelepiped is proposed for the numerical solution of the problem: \(\sum^{n}_{k=1}(\lambda_ k\frac{\partial^ 2y}{\partial z_ k^ 2}+\mu_ k\frac{\partial y}{\partial z_ k})=0\). MSC: 65Z05 Applications to the sciences 65C05 Monte Carlo methods 35J25 Boundary value problems for second-order elliptic equations Keywords:walking on parallelepipeds; boundary value problem; differential equation of elliptic type; Monte Carlo method; algorithm PDFBibTeX XMLCite \textit{G. Ya. Kostromin}, Veroyatn. Metody Kibern. 22, 80--90 (1987; Zbl 0706.65121) Full Text: EuDML