A new `walk on spheres' type method for fractional diffusion equation in high dimensions based on the Feynman-Kac formulas (Q6160858)
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scientific article; zbMATH DE number 7701287
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| English | A new `walk on spheres' type method for fractional diffusion equation in high dimensions based on the Feynman-Kac formulas |
scientific article; zbMATH DE number 7701287 |
Statements
A new `walk on spheres' type method for fractional diffusion equation in high dimensions based on the Feynman-Kac formulas (English)
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26 June 2023
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integral fractional Laplacian
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transition density
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Poisson kernel
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Monte Carlo method
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0.7901337146759033
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0.7717114686965942
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0.7665411233901978
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0.7607781887054443
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