Numerical solution of the Robin problem of Laplace equations with a Feynman-Kac formula and reflecting Brownian motions (Q334322): Difference between revisions
From MaRDI portal
Created a new Item |
Changed an Item |
||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 65C30 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60H15 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60H35 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 35R60 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60J65 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 35J05 / rank | |||
Normal rank | |||
| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6646083 / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
Skorokhod problem | |||
| Property / zbMATH Keywords: Skorokhod problem / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
boundary local time | |||
| Property / zbMATH Keywords: boundary local time / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
Feynman-Kac formula | |||
| Property / zbMATH Keywords: Feynman-Kac formula / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
reflecting Brownian motion | |||
| Property / zbMATH Keywords: reflecting Brownian motion / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
Brownian motion | |||
| Property / zbMATH Keywords: Brownian motion / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
Laplace equation | |||
| Property / zbMATH Keywords: Laplace equation / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
Robin boundary problem | |||
| Property / zbMATH Keywords: Robin boundary problem / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
walk on spheres method | |||
| Property / zbMATH Keywords: walk on spheres method / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
numerical results | |||
| Property / zbMATH Keywords: numerical results / rank | |||
Normal rank | |||
Revision as of 04:47, 28 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical solution of the Robin problem of Laplace equations with a Feynman-Kac formula and reflecting Brownian motions |
scientific article |
Statements
Numerical solution of the Robin problem of Laplace equations with a Feynman-Kac formula and reflecting Brownian motions (English)
0 references
1 November 2016
0 references
Skorokhod problem
0 references
boundary local time
0 references
Feynman-Kac formula
0 references
reflecting Brownian motion
0 references
Brownian motion
0 references
Laplace equation
0 references
Robin boundary problem
0 references
walk on spheres method
0 references
numerical results
0 references
