Walk-on-spheres algorithm for solving boundary-value problems with continuity flux conditions (Q3504259)
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scientific article; zbMATH DE number 5286786
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| English | Walk-on-spheres algorithm for solving boundary-value problems with continuity flux conditions |
scientific article; zbMATH DE number 5286786 |
Statements
11 June 2008
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Poisson equation
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numerical examples
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Monte Carlo method
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boundary-value problem
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elliptic equations
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finite-difference approximation
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Randomization
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walk-on-spheres
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convergence
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algorithm
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0.914966642856598
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0.8530660271644592
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0.8185471296310425
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