Revisiting Kac's method: a Monte Carlo algorithm for solving the telegrapher's equations

DOI10.1016/J.MATCOM.2018.08.007OpenAlexW2889308432WikidataQ129305577 ScholiaQ129305577MaRDI QIDQ1997331FDOQ1997331

Michael Mascagni, Bolong Zhang, Wen-Jian Yu

Publication date: 2 March 2021

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.matcom.2018.08.007

zbMATH Keywords

Monte Carlo methodnumerical algorithmhyperbolic partial differential equationtelegrapher's equationKac's stochastic model

Mathematics Subject Classification ID

Numerical methods for partial differential equations, initial value and time-dependent initial-boundary value problems (65Mxx) Probabilistic methods, stochastic differential equations (65Cxx)

Cites Work

• Title not available (Why is that?)
• Partial Differential Equations
• Unconditionally stable difference schemes for a one-space-dimensional linear hyperbolic equation
• A stochastic model related to the telegrapher's equation
• A Feynman-Kac path-integral implementation for Poisson's equation using an \(h\)-conditioned Green's function
• Some Continuous Monte Carlo Methods for the Dirichlet Problem
• Alternating Direction Methods for Hyperbolic Differential Equations
• On random time and on the relation between wave and telegraph equations
• A Monte Carlo method for solving the one-dimensional telegraph equations with boundary conditions
• Theory of Random Evolutions with Applications to Partial Differential Equations
• High accuracy difference schemes for a class of singular three space dimensional hyperbolic equations
• \(\varepsilon\)-shell error analysis for ``walk on spheres algorithms
• High Accuracy A.D.I. Methods for Hyperbolic Equations with Variable Coefficients
• Solution of the dirichlet problem for the equation Δu-cu = −q by a model of “walks on spheres”

Cited In (4)

• Gradient-based Monte Carlo methods for relaxation approximations of hyperbolic conservation laws
• A Monte Carlo method for solving the one-dimensional telegraph equations with boundary conditions
• Nonlinear heat wave propagation in a rigid thermal conductor
• Title not available (Why is that?)

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