Initial-boundary value problem for the heat equation -- a stochastic algorithm

DOI10.1214/17-AAP1348zbMath1397.35119arXiv1610.03963OpenAlexW2532982383MaRDI QIDQ1661575

Madalina Deaconu, Samuel Herrmann

Publication date: 16 August 2018

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1610.03963

zbMATH Keywords

heat equationinitial-boundary value problemrandomized algorithmrandom walkRiesz potentialsubmartingalemean-value formulaheat balls

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Martingales with discrete parameter (60G42) Monte Carlo methods (65C05) Initial-boundary value problems for second-order parabolic equations (35K20)

Cites Work

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