Off-centered ``walk-on-spheres (WOS) algorithm

DOI10.1016/J.JCP.2015.10.002zbMath1349.65014DBLPjournals/jcphy/HwangHK15OpenAlexW2181230903WikidataQ57553643 ScholiaQ57553643MaRDI QIDQ2374869

Chi-Ok Hwang, Jinwoo Kim, Sung Pyo Hong

Publication date: 5 December 2016

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jcp.2015.10.002

zbMATH Keywords

Monte Carlofirst-passageoff-centeredwalk on spheres (WOS)

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Probabilistic potential theory (60J45)

Related Items (2)

Path integrals formulations leading to propagator evaluation for coupled linear physics in large geometric models ⋮ Last-passage Monte Carlo algorithm for charge density on a conducting spherical surface

Cites Work

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• Exact Monte Carlo solution of elliptic partial differential equations
• \(\varepsilon\)-shell error analysis for ``walk on spheres algorithms
• Some Continuous Monte Carlo Methods for the Dirichlet Problem
• Functional Integration and Partial Differential Equations. (AM-109)
• From Brownian Motion to Schrödinger’s Equation

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