Walk-on-spheres algorithm for solving third boundary value problem
DOI10.1016/J.AML.2016.09.008zbMATH Open1353.65132OpenAlexW2518731409MaRDI QIDQ338979FDOQ338979
Publication date: 7 November 2016
Published in: Applied Mathematics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.aml.2016.09.008
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Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Probabilistic methods, particle methods, etc. for boundary value problems involving PDEs (65N75) Sums of independent random variables; random walks (60G50) Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05)
Cites Work
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Cited In (12)
- Random walk on spheres algorithm for solving transient drift-diffusion-reaction problems
- A global random walk on spheres algorithm for transient heat equation and some extensions
- Walk on spheres algorithm for Helmholtz and Yukawa equations via Duffin correspondence
- Monte Carlo Algorithms for Problems with Partially Reflecting Boundaries
- Title not available (Why is that?)
- Off-centered ``walk-on-spheres (WOS) algorithm
- A path integral Monte Carlo (PIMC) method based on Feynman-Kac formula for electrical impedance tomography
- Title not available (Why is that?)
- Monte Carlo algorithm for the Robin boundary conditions in application to solving a model diffusion-recombination problem
- A global random walk on grid algorithm for second order elliptic equations
- A global random walk on grid algorithm for second order elliptic equations
- Title not available (Why is that?)
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