Random Walks for Solving Boundary-Value Problems with Flux Conditions (Q3591050)
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scientific article; zbMATH DE number 5186767
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| English | Random Walks for Solving Boundary-Value Problems with Flux Conditions |
scientific article; zbMATH DE number 5186767 |
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Random Walks for Solving Boundary-Value Problems with Flux Conditions (English)
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3 September 2007
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Helmholtz equation
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numerical examples
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Monte Carlo methods
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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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0.914966642856598
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0.889035701751709
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