Unbiased ‘walk-on-spheres’ Monte Carlo methods for the fractional Laplacian

From MaRDI portal
Publication:4555982

DOI10.1093/imanum/drx042zbMath1477.65016arXiv1609.03127OpenAlexW2540157001MaRDI QIDQ4555982

Tony Shardlow, Ana Osojnik, Andreas E. Kyprianou

Publication date: 23 November 2018

Published in: IMA Journal of Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1609.03127




Related Items (16)

Characterization of image spaces of Riemann-Liouville fractional integral operators on Sobolev spaces \(W^{m,p} (\Omega)\)Numerical methods for nonlocal and fractional modelsA Parallel Iterative Probabilistic Method for Mixed Problems of Laplace Equations with the Feynman--Kac Formula of Killed Brownian MotionsAn asymptotic expansion for the fractional p-Laplacian and for gradient-dependent nonlocal operatorsIsogeometric collocation method for the fractional Laplacian in the 2D bounded domainEfficient Monte Carlo Method for Integral Fractional Laplacian in Multiple DimensionsA modified walk‐on‐sphere method for high dimensional fractional Poisson equationNumerical methods for fractional diffusionA deep learning method for computing eigenvalues of the fractional Schrödinger operatorA new `walk on spheres' type method for fractional diffusion equation in high dimensions based on the Feynman-Kac formulasComputation of Riesz \(\boldsymbol{\alpha }\)-Capacity \(\boldsymbol{\textrm{C}}_{\boldsymbol{\alpha}}\) of General Sets in \(\boldsymbol{\mathbb{R}}^{\boldsymbol{d}}\) Using Stable Random WalksMonte Carlo method for parabolic equations involving fractional LaplacianFast \(Q1\) finite element for two-dimensional integral fractional LaplacianWhat is the fractional Laplacian? A comparative review with new resultsSpace-time coupled evolution equations and their stochastic solutionsA Walk Outside Spheres for the fractional Laplacian: Fields and first eigenvalue




This page was built for publication: Unbiased ‘walk-on-spheres’ Monte Carlo methods for the fractional Laplacian