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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    Walk-on-spheres algorithm for solving boundary-value problems with continuity flux conditions
    scientific article; zbMATH DE number 5286786

      Statements

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      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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