Random walk over spheres algorithms

DOI10.1016/0041-5553(86)90184-9MaRDI QIDQ4720744zbMATH OpenOpenAlexFDO

Authors A. A. Kronberg

Publication date 1986

Published in USSR Computational Mathematics and Mathematical Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0041-5553(86)90184-9

zbMATH Keywords

Markov chainLaplace equationconformal mappingPoisson kernelstatistical simulationwalking along spheres

Mathematics Subject Classification ID

General theory of numerical methods in complex analysis (potential theory, etc.) (65E05) Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05) Applications to the sciences (65Z05) Conformal mappings of special domains (30C20)

Cited in

(4)

• A random walk on rectangles algorithm
• Algorithm for generating a Brownian motion on a sphere
• Off-centered ``walk-on-spheres (WOS) algorithm
• A modification of the random walk over spheres algorithm which is convenient for practical application

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