Approximate Algorithms for Poisson's Equation (PDE) - MathOverflow most recent 30 from http://mathoverflow.net 2013-05-21T21:07:53Z http://mathoverflow.net/feeds/question/50082 http://www.creativecommons.org/licenses/by-nc/2.5/rdf http://mathoverflow.net/questions/50082/approximate-algorithms-for-poissons-equation-pde Approximate Algorithms for Poisson's Equation (PDE) CSK Varma 2010-12-21T18:26:58Z 2011-04-27T00:22:13Z <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#50089 Answer by Steve Huntsman for Approximate Algorithms for Poisson's Equation (PDE) Steve Huntsman 2010-12-21T19:45:04Z 2010-12-21T19:45:04Z <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#55553 Answer by Andrew Homan for Approximate Algorithms for Poisson's Equation (PDE) Andrew Homan 2011-02-15T21:22:16Z 2011-02-15T21:22:16Z <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>