Solving Wentzell-Dirichlet boundary value problem with superabundant data using reflecting random walk simulation (Q496961): Difference between revisions

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Latest revision as of 19:00, 10 July 2024

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Solving Wentzell-Dirichlet boundary value problem with superabundant data using reflecting random walk simulation
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    Solving Wentzell-Dirichlet boundary value problem with superabundant data using reflecting random walk simulation (English)
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    23 September 2015
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    Monte Carlo method
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    Wentzell boundary condition
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    reflected diffusion
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    probabilistic representation
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    stochastic numerical method
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    linear boundary value problem
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    random walks
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    algorithm
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    numerical result
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