Abstract：Domains for the exterior Dirichlet problem are unbounded.General numerical methods need to subdivide the domain, and so can not solve the exterior problem. Now a new efficient probabilistic numerical method is proposed. It bases on the stochastic representations of solutions and turns the problem over unbounded domains into a problem over boundary. Subdivision over boundary is only needed to make the problem discretized. An auxiliary ball is constructed in the bounded domain outside the unbounded. The distributions of the time and place of hitting spheres for Brownian motion or Brownian motion with drift from outside spheres are explored to gain the numerical solution.
收稿日期: 2004-04-25
引用本文:
唐立 杨文胜. 一类Dirichlet外问题数值解的概率方法[J]. , 2004, 43(4): 0-0.
唐立 杨文胜. Probabilistic methods for numerical solutions of the exterior Dirichlet problem. , 2004, 43(4): 0-0.
