A modified walk‐on‐sphere method for high dimensional fractional Poisson equation
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Publication:6064512
DOI10.1002/NUM.22927arXiv2208.06639OpenAlexW4301396195WikidataQ115397130 ScholiaQ115397130MaRDI QIDQ6064512FDOQ6064512
Authors:
Publication date: 12 December 2023
Published in: Numerical Methods for Partial Differential Equations (Search for Journal in Brave)
Abstract: We develop walk-on-sphere for fractional Poisson equations with Dirichilet boundary conditions in high dimensions. The walk-on-sphere method is based on probabilistic represen tation of the fractional Poisson equation. We propose effcient quadrature rules to evaluate integral representation in the ball and apply rejection sampling method to drawing from the computed probabilities in general domains. Moreover, we provide an estimate of the number of walks in the mean value for the method when the domain is a ball. We show that the number of walks is increasing in the fractional order and the distance of the starting point to the origin. We also give the relationship between the Green function of fractional Laplace equation and that of the classical Laplace equation. Numerical results for problems in 2-10 dimensions verify our theory and the effciency of the modified walk-on-sphere method.
Full work available at URL: https://arxiv.org/abs/2208.06639
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