Random Walk on Spheres Process for Exterior Dirichlet Problem
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Publication:4868319
DOI10.1515/mcma.1995.1.4.325zbMath0843.65088OpenAlexW1976997743MaRDI QIDQ4868319
Irina A. Shalimova, K. K. Sabel'fel'd
Publication date: 15 August 1996
Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/mcma.1995.1.4.325
Monte Carlo methods (65C05) Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05) Applications to the sciences (65Z05)
Related Items (2)
A Parallel Iterative Probabilistic Method for Mixed Problems of Laplace Equations with the Feynman--Kac Formula of Killed Brownian Motions ⋮ A Highly Scalable Boundary Integral Equation and Walk-On-Spheres (BIE-WOS) Method for the Laplace Equation with Dirichlet Data
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