Numerical solution of the Robin problem of Laplace equations with a Feynman-Kac formula and reflecting Brownian motions (Q334322)
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scientific article; zbMATH DE number 6646083
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| English | Numerical solution of the Robin problem of Laplace equations with a Feynman-Kac formula and reflecting Brownian motions |
scientific article; zbMATH DE number 6646083 |
Statements
Numerical solution of the Robin problem of Laplace equations with a Feynman-Kac formula and reflecting Brownian motions (English)
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1 November 2016
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Skorokhod problem
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boundary local time
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Feynman-Kac formula
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reflecting Brownian motion
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Brownian motion
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Laplace equation
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Robin boundary problem
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walk on spheres method
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numerical results
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0.8200539350509644
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0.8174409866333008
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0.7621917128562927
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0.7597354650497437
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0.7556996941566467
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