Research output: Contribution to journal › Article › peer-review
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 language | English |
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Pages (from-to) | 63-72 |
Number of pages | 10 |
Journal | Computational Mathematics and Mathematical Physics |
Volume | 31 |
Issue number | 7 |
State | Published - 1 Dec 1991 |
ID: 41447048