Walk on spheres algorithm for Helmholtz and Yukawa equations via Duffin correspondence

DOI10.1007/s11009-016-9504-9zbMath1371.65131arXiv1512.07725OpenAlexW2964057629MaRDI QIDQ2397966

Xuxin Yang, Tommi Sottinen, Antti H. Rasila

Publication date: 14 August 2017

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1512.07725

zbMATH Keywords

Brownian motionMonte Carlo simulationLaplace equationHelmholtz equationtime-independent Schrödinger equationnumerical algorithmYukawa equationwalk on spheres algorithmlinearized Poisson-Boltzmann equation

Mathematics Subject Classification ID

Probabilistic methods, particle methods, etc. for boundary value problems involving PDEs (65N75) Monte Carlo methods (65C05) Discrete-time Markov processes on general state spaces (60J05) PDEs in connection with quantum mechanics (35Q40) Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05) Boltzmann equations (35Q20)

Related Items (3)

Efficient simulation of the Schrödinger equation with a piecewise constant positive potential ⋮ Yukawa potential, panharmonic measure and Brownian motion ⋮ Effective numerical methods for simulating diffusion on a spherical surface in three dimensions

Cites Work

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• The walk on moving spheres: a new tool for simulating Brownian motion's exit time from a domain
• Yukawa potential, panharmonic measure and Brownian motion
• Yukawan potential theory
• Eigenvalue expansions for diffusion hitting times
• Some Continuous Monte Carlo Methods for the Dirichlet Problem
• Stochastic Calculus
• 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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