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

DOI10.1007/S11009-016-9504-9MaRDI QIDQ2397966zbMATHOpenAlexFDO

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)

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

zbMATH Keywords

Monte Carlo simulationBrownian motionHelmholtz equationLaplace equationnumerical algorithmYukawa equationwalk on spheres algorithmlinearized Poisson-Boltzmann equationtime-independent Schrödinger 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)

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.

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Cited in

(3)

• 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
• Yukawa potential, panharmonic measure and Brownian motion

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