Monte Carlo approximations of the Neumann problem
Publication:2864771
DOI10.1515/mcma-2013-0010zbMath1279.65009arXiv1203.4910OpenAlexW2164580199WikidataQ60920721 ScholiaQ60920721MaRDI QIDQ2864771
Publication date: 26 November 2013
Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1203.4910
convection-diffusion equationnumerical examplesMonte Carlo methodsPoisson equationNeumann problemspectral methodslocal time approximation
Monte Carlo methods (65C05) Spectral, collocation and related methods for boundary value problems involving PDEs (65N35) Boundary value problems for second-order elliptic equations (35J25) Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05) Finite difference methods for boundary value problems involving PDEs (65N06)
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