Probabilistic numerical method for the exterior Dirichlet problem

zbMATH Open1084.60531MaRDI QIDQ3370352FDOQ3370352

Authors: Li Tang, Wensheng Yang, Lihong Huang 

Publication date: 7 February 2006

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• scientific article; zbMATH DE number 2058675

zbMATH Keywords

Brownian motion with driftdistributions of the time

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Brownian motion (60J65) Applications of stochastic analysis (to PDEs, etc.) (60H30) Numerical methods for partial differential equations, boundary value problems (65N99)

Cited In (8)

• Probabilistic methods for numerical solutions to higher-dimensional Dirichlet problems
• Probabilistic methods for numerical solutions of the exterior Dirichlet problem
• On solving the external three-dimensional Dirichlet problem for a harmonic function by the probabilistic method
• Title not available (Why is that?)
• Title not available (Why is that?)
• Probabilistic numerical method for boundary value problems
• An Exit Probability Approach to Solving High Dimensional Dirichlet Problems
• The exterior Dirichlet problem and Brownian motion with drift

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