Convergence rate for spherical processes with shifted centres *

DOI10.1515/mcma.2004.10.3-4.287zbMath1068.65004OpenAlexW1990579738MaRDI QIDQ4655053

No author found.

Publication date: 10 March 2005

Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/mcma.2004.10.3-4.287

zbMATH Keywords

convergenceDirichlet problemBrownian motionMarkov chainLaplace equationrandom walk on spheresspherical processMonte Carlo solution

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Discrete-time Markov processes on general state spaces (60J05) Brownian motion (60J65) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Numerical analysis or methods applied to Markov chains (65C40) Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05)

Related Items (9)

Random walk on spheres method for solving drift-diffusion problems ⋮ Computing the principal eigenvalue of the Laplace operator by a stochastic method ⋮ 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 ⋮ A random walk on rectangles algorithm ⋮ The walk on moving spheres: a new tool for simulating Brownian motion's exit time from a domain ⋮ A random walk on spheres based kinetic Monte Carlo method for simulation of the fluctuation-limited bimolecular reactions ⋮ A global random walk on grid algorithm for second order elliptic equations ⋮ Splitting and survival probabilities in stochastic random walk methods and applications

This page was built for publication: Convergence rate for spherical processes with shifted centres *