Random Walks for Solving Boundary-Value Problems with Flux Conditions

DOI10.1007/978-3-540-70942-8_21MaRDI QIDQ3591050zbMATH OpenOpenAlexFDO

Authors Nikolai A. Simonov

Publication date 3 September 2007

Published in Numerical Methods and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-540-70942-8_21

zbMATH Keywords

convergencefinite-difference approximationHelmholtz equationMonte Carlo methodsnumerical examplesrandomizationwalk-on-spheres

Mathematics Subject Classification ID

Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05) Sums of independent random variables; random walks (60G50) Monte Carlo methods (65C05) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12)

Recommendations

• Walk-on-spheres algorithm for solving boundary-value problems with continuity flux conditions
• Random walk-on-spheres algorithms for solving mixed and Neumann boundary-value problems
• scientific article; zbMATH DE number 843491
• scientific article; zbMATH DE number 726935
• scientific article; zbMATH DE number 766205

Cited in

(9)

• Stochastic finite differences for elliptic diffusion equations in stratified domains
• Monte Carlo methods for solving elliptic equations with boundary conditions containing the normal derivative
• Random walk-on-spheres algorithms for solving mixed and Neumann boundary-value problems
• Monte Carlo algorithms for problems with partially reflecting boundaries
• Walk-on-spheres algorithm for solving boundary-value problems with continuity flux conditions
• scientific article; zbMATH DE number 843491 (Why is no real title available?)
• Solving Wentzell-Dirichlet boundary value problem with superabundant data using reflecting random walk simulation
• Random walk methods for scalar transport problems subject to Dirichlet, Neumann and mixed boundary conditions
• A new floating random walk methodology for Neumann and mixed boundary condition problems without reflections at boundaries: validation with Laplace's equation in one dimension

This page was built for publication: Random Walks for Solving Boundary-Value Problems with Flux Conditions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3591050)