Dimov, I.T.; Papancheva, R.Y. - In: Mathematics and Computers in Simulation (MATCOM) 63 (2003) 6, pp. 587-604
In many large-scale problems, one is interested to obtain directly an approximate value of a functional of the solution. Here, we consider a special class of grid-free Monte Carlo algorithms for direct computing of linear functionals of the solution of an elliptic boundary-value problem. Such...