Back to Search
Start Over
Convergence rate for spherical processes with shifted centres.
- Source :
-
Monte Carlo Methods & Applications . 2004, Vol. 10 Issue 3/4, p287-296. 10p. - Publication Year :
- 2004
-
Abstract
- The paper is devoted to study of a modification of the random walks on spheres in a finite domain G ⊂ Rm, m ≥ 2. It is proved that the considered spherical process with shifted centres converges to the boundary of G very rapidly. Namely, the average number of steps before fitting the ε-neighborhood of the boundary has the order of ln |ln ε| as ε → 0 instead of the standard order of |ln ε|. Thus, the spherical process with shifted centres can be effectively used for Monte Carlo solution of different problems of the mathematical physics related to the Laplace operator. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 09299629
- Volume :
- 10
- Issue :
- 3/4
- Database :
- Academic Search Index
- Journal :
- Monte Carlo Methods & Applications
- Publication Type :
- Academic Journal
- Accession number :
- 18604703
- Full Text :
- https://doi.org/10.1515/mcma.2004.10.3-4.287