Lejay, Antoine; Maire, Sylvain - In: Mathematics and Computers in Simulation (MATCOM) 73 (2007) 6, pp. 351-363
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...