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

DOI10.1007/S11009-016-9504-9zbMATH Open1371.65131arXiv1512.07725OpenAlexW2964057629MaRDI QIDQ2397966FDOQ2397966

Authors: Xuxin Yang, A. Rasila, Tommi Sottinen 

Publication date: 14 August 2017

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

Abstract: We show that a constant-potential time-independent Schr"odinger equation with Dirichlet boundary data can be reformulated as a Laplace equation with Dirichlet boundary data. With this reformulation, which we call the Duffin correspondence, we provide a classical Walk On Spheres (WOS) algorithm for Monte Carlo simulation of the solutions of the boundary value problem. We compare the obtained Duffin WOS algorithm with existing modified WOS algorithms.

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

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zbMATH Keywords

Monte Carlo simulationBrownian motionHelmholtz equationLaplace equationnumerical algorithmYukawa equation[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=time-independent+Schr%EF%BF%BD%EF%BF%BDdinger+equation&go=Go time-independent Schr��dinger equation]walk on spheres algorithmlinearized Poisson-Boltzmann equation

Mathematics Subject Classification ID

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

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Cited In (3)

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

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