Approximate Algorithms for Poisson's Equation (PDE) - MathOverflow most recent 30 from http://mathoverflow.net2013-05-21T21:07:53Zhttp://mathoverflow.net/feeds/question/50082http://www.creativecommons.org/licenses/by-nc/2.5/rdfhttp://mathoverflow.net/questions/50082/approximate-algorithms-for-poissons-equation-pdeApproximate Algorithms for Poisson's Equation (PDE)CSK Varma2010-12-21T18:26:58Z2011-04-27T00:22:13Z
<p>Are there some approximate or randomised algorithms to numerically solve Poisson's Equation in Partial Differential Equations.(http://en.wikipedia.org/wiki/Poisson%27s_equation). The best algorithms I know of are Multigrid methods(http://en.wikipedia.org/wiki/Multigrid_methods), but they are deterministic and are O(n). Are there Randomised or approximate algos to solve this problem.</p>
http://mathoverflow.net/questions/50082/approximate-algorithms-for-poissons-equation-pde/50089#50089Answer by Steve Huntsman for Approximate Algorithms for Poisson's Equation (PDE)Steve Huntsman2010-12-21T19:45:04Z2010-12-21T19:45:04Z<p>How about the <a href="http://en.wikipedia.org/wiki/Fast_multipole_method" rel="nofollow">fast multipole method</a>? (Or does that count as multigrid?)</p>
http://mathoverflow.net/questions/50082/approximate-algorithms-for-poissons-equation-pde/55553#55553Answer by Andrew Homan for Approximate Algorithms for Poisson's Equation (PDE)Andrew Homan2011-02-15T21:22:16Z2011-02-15T21:22:16Z<p>You can modify the method <a href="http://www.everything2.com/title/Brownian+motion+solves+a+PDE?lastnode_id=124" rel="nofollow">described here</a> for the Laplace equation to work for Poisson.</p>