Simplest random walk for approximating Robin boundary value problems and ergodic limits of reflected diffusions (Q6104015)
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scientific article; zbMATH DE number 7692308
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simplest random walk for approximating Robin boundary value problems and ergodic limits of reflected diffusions |
scientific article; zbMATH DE number 7692308 |
Statements
Simplest random walk for approximating Robin boundary value problems and ergodic limits of reflected diffusions (English)
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5 June 2023
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ergodic limits
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Neumann boundary value problem
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reflected Brownian dynamics
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reflected stochastic differential equations
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sampling from distributions with compact support
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sampling on manifold
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stochastic gradient system in bounded domains
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weak approximation
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