An improved scheme for a Robin boundary condition in discrete-time random walk algorithms
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Publication:2312169
DOI10.1016/j.jcp.2018.08.009zbMath1416.65037arXiv1802.04989OpenAlexW2786782402WikidataQ129392663 ScholiaQ129392663MaRDI QIDQ2312169
Gianluca Boccardo, Amir Paster, Igor M. Sokolov
Publication date: 4 July 2019
Published in: Journal of Computational Physics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1802.04989
Applications to the sciences (65Z05) Stochastic particle methods (65C35) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75)
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