A functional inequality is used to investigate the behaviour of a decreasing function in the neighbourhood of zero and the results are applied to estimate the mean number of steps of a Markov chain to reach the ε{lunate} -neighbourhood of the boundary as ε{lunate}→0. In particular, the bound O(ln(|lnε{lunate}|)) is obtained on the time complexity of the Monte-Carlo solution of the internal and external Dirichlet problems for the Laplace operator.

Original languageEnglish
Pages (from-to)63-72
Number of pages10
JournalComputational Mathematics and Mathematical Physics
Volume31
Issue number7
StatePublished - 1 Dec 1991

    Scopus subject areas

  • Computational Mathematics

ID: 41447048