Numerical solution of the Robin problem of Laplace equations with a Feynman-Kac formula and reflecting Brownian motions (Q334322): Difference between revisions

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Latest revision as of 20:00, 12 July 2024

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Numerical solution of the Robin problem of Laplace equations with a Feynman-Kac formula and reflecting Brownian motions
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    Numerical solution of the Robin problem of Laplace equations with a Feynman-Kac formula and reflecting Brownian motions (English)
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    1 November 2016
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    Skorokhod problem
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    boundary local time
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    Feynman-Kac formula
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    reflecting Brownian motion
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    Brownian motion
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    Laplace equation
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    Robin boundary problem
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    walk on spheres method
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    numerical results
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