Monte Carlo algorithms for problems with partially reflecting boundaries

DOI10.1007/978-3-319-73441-5_30MaRDI QIDQ3297447zbMATH OpenOpenAlexFDO

Authors Nikolai A. Simonov

Publication date 20 July 2020

Published in Large-Scale Scientific Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-319-73441-5_30

zbMATH Keywords

Laplace equationMarkov chainMonte Carlopartially reflecting boundary conditionrandom walkRobin problemthird boundary value problem

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Probabilistic methods, particle methods, etc. for boundary value problems involving PDEs (65N75)

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Cites work

• Functional Integration and Partial Differential Equations. (AM-109)
• scientific article; zbMATH DE number 3854362 (Why is no real title available?)
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• scientific article; zbMATH DE number 3386717 (Why is no real title available?)
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• Monte Carlo methods for solving boundary value problems of the second and third kinds
• Monte Carlo methods for solving elliptic equations with boundary conditions containing the normal derivative
• Random walk-on-spheres algorithms for solving mixed and Neumann boundary-value problems
• Some Continuous Monte Carlo Methods for the Dirichlet Problem
• Stochastic methods for boundary value problems. Numerics for high-dimensional PDEs and applications
• The Floating Random Walk and Its Application to Monte Carlo Solutions of Heat Equations
• Walk-on-spheres algorithm for solving third boundary value problem

Cited in

(6)

• Monte Carlo algorithm for the Robin boundary conditions in application to solving a model diffusion-recombination problem
• Stochastic finite differences for elliptic diffusion equations in stratified domains
• Stochastic algorithm for solving transient diffusion equations with a precise accounting of reflection boundary conditions on a substrate surface
• Partially Reflected Diffusion
• Monte Carlo Methods for Lattice Polygons
• scientific article; zbMATH DE number 1969622 (Why is no real title available?)

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