%0 Journal Article
%T Probabilistic Numerical Method for Boundary Value Problems<br>边值问题的概率数值方法
%A Tang Li
%A Yang Wensheng
%A <br>唐立
%A 杨文胜
%J 数学物理学报(A辑)
%D 2008
%I 
%X In this paper a kind of numerical method for boundary value problems over bounded or unbounded domains is investigated by probability theory. It's main idea is as follows: Firstly, represent the solution of the boundary value problem as the stochastic representations. Secondly, construct an auxiliary ball and subdivide the boundaries of the domains to make the problem discretized. Finally, by using the strong Markov property and the distributions of the time and place of hitting spheres for Brownian motion with drift, obtain the solutions to the discretized problems.
%K Probabilistic numerical method
%K Boundary value problem
%K Brownian family with drift<br>概率数值方法
%K 边值问题
%K 漂移布朗运动.
%K 边值问题
%K 概率数值方法
%K Boundary
%K Value
%K Problems
%K Numerical
%K Method
%K 离散问题
%K 分布
%K 位置
%K 首中时
%K 球面
%K 强马尔可夫性
%K 漂移布朗族
%K 利用
%K 离散化
%K 剖分
%K 边界
%K 无界区域
%K 再构造
%K 表达方式
%K 随机
%K 题解
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=6E709DC38FA1D09A4B578DD0906875B5B44D4D294832BB8E&cid=37F46C35E03B4B86&jid=4DB553CDB5F521D8C921082E5C95EC80&aid=FDB10370BE495CE364B0D2AEAF97BD6E&yid=67289AFF6305E306&vid=D3E34374A0D77D7F&iid=CA4FD0336C81A37A&sid=35FC3610259C2B32&eid=85D590CBE539E1AC&journal_id=1003-3998&journal_name=数学物理学报(A辑)&referenced_num=0&reference_num=12