In this work an iterative Monte Carlo algorithm for solving elliptic boundary value problems is studied. The algorithm uses the local integral presentation by Green's function. The integral transformation kernel is obtained applying the adjoint operator on Levy's function. Such a kernel can be...

In this paper a second degree iterative Monte Carlo method for solving systems of linear algebraic equations and matrix inversion is presented. Comparisons are made with iterative Monte Carlo methods with degree one. It is shown that the mean value of the number of chains N, and the chain length...