Random walks and the eigenvalues of elliptic difference equations
Wolfgang R. Wasow · Journal of research of the National Bureau of Standards · 1951
~hi s paper is concern ed wit h t he application of Monte Carlo methods to differential eq uatIO ns of t he form, \72u + a (x, y)u~O.It l S sh?wn t hat und er suitabl e conditions the Monte Carlo solu tIO n co nverges and gIves t he solu tlOn of the difference anaio" of t he above eq uatIO n."