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

DOI10.1016/J.JCP.2015.10.002MaRDI QIDQ2374869zbMATH OpenOpenAlexDBLPWikidataFDO

Authors Chi-Ok Hwang, Jinwoo Kim, Sungpyo 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)

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Cites work

• scientific article; zbMATH DE number 872100 (Why is no real title available?)
• scientific article; zbMATH DE number 2229986 (Why is no real title available?)
• Exact Monte Carlo solution of elliptic partial differential equations
• From Brownian Motion to Schrödinger’s Equation
• Functional Integration and Partial Differential Equations. (AM-109)
• Some Continuous Monte Carlo Methods for the Dirichlet Problem
• \(\varepsilon\)-shell error analysis for ``walk on spheres algorithms

Cited in

(3)

• Last-passage Monte Carlo algorithm for charge density on a conducting spherical surface
• Path integrals formulations leading to propagator evaluation for coupled linear physics in large geometric models
• \(\varepsilon\)-shell error analysis for ``walk on spheres algorithms

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