Probabilistic methods for numerical solutions of the exterior Dirichlet problem

MaRDI QIDQ3374669zbMATH OpenFDO

Authors Li Tang, Wensheng Yang

Publication date 9 March 2006

zbMATH Keywords

exterior Dirichlet problemBrownian motion with driftdistributions of the time and place of hitting spheres from outside the sphere

Mathematics Subject Classification ID

Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

Recommendations

• Probabilistic numerical method for the exterior Dirichlet problem
• Probabilistic methods for numerical solutions to higher-dimensional Dirichlet problems
• scientific article; zbMATH DE number 2058675
• The exterior Dirichlet problem and Brownian motion with drift
• Probabilistic numerical method for boundary value problems

Cited in

(12)

• Probabilistic methods for numerical solutions to higher-dimensional Dirichlet problems
• scientific article; zbMATH DE number 4174062 (Why is no real title available?)
• On solving the external three-dimensional Dirichlet problem for a harmonic function by the probabilistic method
• Probabilistic numerical method for the exterior Dirichlet problem
• scientific article; zbMATH DE number 7644055 (Why is no real title available?)
• scientific article; zbMATH DE number 1475268 (Why is no real title available?)
• 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
• scientific article; zbMATH DE number 2058675 (Why is no real title available?)
• Probabilistic solution of the Dirichlet problem for biharmonic functions in discrete space
• A novel stochastic method for the solution of direct and inverse exterior elliptic problems

This page was built for publication: Probabilistic methods for numerical solutions of the exterior Dirichlet problem

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3374669)