 |
|
|
|
| HAL : inria-00092408, version 1 |
| DOI : 10.1016/j.matcom.2006.06.011 |
| Voir la fiche détaillée |  BibTeX,EndNote,... |
|
|
| Mathematics and Computers in Simulation 73, 3 (2007) 351-363 |
|
|
|
|
| Computing the principal eigenvalue of the Laplace operator by a stochastic method |
|
|
| Antoine Lejay 1, 2Sylvain Maire 3 |
|
|
| (2007) |
|
|
|
| We describe a Monte Carlo method for the numerical computation of the principal eigenvalue of the Laplace operator in a bounded domain with Dirichlet conditions. It is based on the estimation of the speed of absorption of the Brownian motion by the boundary of the domain. Various tools of statistical estimation and different simulation schemes are developed to optimize the method. Numerical examples are studied to check the accuracy and the robustness of our approach. |
|
|
|
|
|
|
|
|
|
|
|
| 1 : | OMEGA (INRIA Sophia Antipolis / INRIA Lorraine / IECN) |
|
|
|
CNRS : UMR7502 – INRIA – Université Henri Poincaré - Nancy I – Université Nancy II |
|
|
| 2 : | Institut Elie Cartan Nancy (IECN) |
|
|
|
CNRS : UMR7502 – INRIA – Université Henri Poincaré - Nancy I – Université Nancy II – Institut National Polytechnique de Lorraine |
|
|
| 3 : | Modélisation Numérique et Couplages (MNC) |
|
|
|
Université Sud Toulon Var |
|
|
|
|
|
|
|
|
|
| Domaine | : | Mathématiques/Equations aux dérivées partielles Mathématiques/Analyse numérique Mathématiques/Probabilités |
|
|
| First eigenvalue of the Dirichlet problem – Euler scheme for Brownian motion – random walk on spheres – random walk on rectangles |
|
|
|
| Liste des fichiers attachés à ce document : | |||||
|
|||||
|
|
|
| inria-00092408, version 1 | |
| http://hal.inria.fr/inria-00092408 | |
| oai:hal.inria.fr:inria-00092408 | |
| Contributeur : Antoine Lejay | |
| Soumis le : Samedi 9 Septembre 2006, 19:23:59 | |
| Dernière modification le : Vendredi 26 Septembre 2008, 13:54:10 | |
