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Résolution des équations elliptiques par la méthode du shift

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  • Alaya, Mohamed Ben

Abstract

The pointwise Birkhoff theorem applied with the shift operateur on RN yields a new practical method to compute expectation of functionals in L1(RN). Compared to the classic Monte carlo method the shift turns out to be an efficient process in many aspects, especially when taking account its implementation on computers. We recall that the rate of convergence of this method is given by theorems like the law of the iterated logarithm and a central limit theorem.

Suggested Citation

  • Alaya, Mohamed Ben, 1995. "Résolution des équations elliptiques par la méthode du shift," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 38(1), pages 87-96.
    • Handle: RePEc:eee:matcom:v:38:y:1995:i:1:p:87-96
    DOI: 10.1016/0378-4754(93)E0070-L
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