A Walk Outside Spheres for the fractional Laplacian: Fields and first eigenvalue
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Publication:5226659
DOI10.1090/mcom/3422zbMath1416.65034arXiv1803.03921OpenAlexW2964248318WikidataQ128580608 ScholiaQ128580608MaRDI QIDQ5226659
Publication date: 1 August 2019
Published in: Mathematics of Computation (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1803.03921
eigenvalue problemsArnoldi algorithmwalk on spheresLevy processesfractional Laplacianmultilevel Monte Carlonumerical solution of PDEsexterior-value problems
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Related Items (4)
Numerical methods for nonlocal and fractional models ⋮ Efficient Monte Carlo Method for Integral Fractional Laplacian in Multiple Dimensions ⋮ A deep learning method for computing eigenvalues of the fractional Schrödinger operator ⋮ A new `walk on spheres' type method for fractional diffusion equation in high dimensions based on the Feynman-Kac formulas
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