A meshfree random walk on boundary algorithm with iterative refinement

DOI10.1515/MCMA-2025-2007MaRDI QIDQ6965546zbMATH OpenFDO

Authors Irina A. Shalimova, Karl Sabelfeld

Publication date 3 July 2025

Published in Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/MCMA-2025-2007

zbMATH Keywords

boundary integral equationsDirichlet problemiterative refinementrandom walk on boundary algorithmvariance reduction

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Monte Carlo methods (65C05) Iterative numerical methods for linear systems (65F10) Boundary element methods for boundary value problems involving PDEs (65N38)

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Cited in

(4)

• A stochastic simulation algorithm with iterative refinement for solving integral equations related to an inverse problem for the wave equation
• Random walk algorithms with iterative refinement for calculating particle fluxes to small and remote boundary areas
• Monte Carlo solvers of large linear systems with Toeplitz matrices, preconditioning, iterative refinement with applications to integral equations and acoustic inverse problem
• Random walk on boundary with iterative refinement for solving interior Dirichlet and exterior Neumann problems for the modified Helmholtz equation

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