Yukawa potential, panharmonic measure and Brownian motion

DOI10.3390/axioms7020028zbMath1432.60076arXiv1310.2167OpenAlexW2963056998MaRDI QIDQ2305841

Tommi Sottinen, Antti H. Rasila

Publication date: 20 March 2020

Published in: Axioms (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1310.2167

zbMATH Keywords

potential theoryBrownian motionMonte Carlo simulationharmonic measureBessel functionsYukawa equationDuffin correspondencepanharmonic measurewalk-on-spheres algorithm

Mathematics Subject Classification ID

Brownian motion (60J65) Probabilistic potential theory (60J45) Other generalizations (nonlinear potential theory, etc.) (31C45)

Related Items (3)

Walk on spheres algorithm for Helmholtz and Yukawa equations via Duffin correspondence ⋮ Efficient simulation of the Schrödinger equation with a piecewise constant positive potential ⋮ Third-order phase transition: random matrices and screened Coulomb gas with hard walls

Cites Work

• Harmonic measure and arclength
• Hitting spheres with Brownian motion
• Estimates of harmonic measure
• Efficient simulation of the Schrödinger equation with a piecewise constant positive potential
• Walk on spheres algorithm for Helmholtz and Yukawa equations via Duffin correspondence
• Yukawan potential theory
• Eigenvalue expansions for diffusion hitting times
• Some Continuous Monte Carlo Methods for the Dirichlet Problem
• On uniqueness in diffuse optical tomography
• Quasicircles and harmonic measure
• On the Distortion of Boundary Sets Under Conformal Mappings
• Stochastic Calculus
• Hilbert Transforms in Yukawan Potential Theory
• First Passage times and Sojourn Times for Brownian Motion in Space and the Exact Hausdorff Measure of the Sample Path
• On Brownian motions in $n$-space
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