Random Walk on Spheres Process for Exterior Dirichlet Problem

DOI10.1515/MCMA.1995.1.4.325MaRDI QIDQ4868319zbMATH OpenOpenAlexFDO

Authors Irina A. Shalimova, Karl Sabelfeld

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

zbMATH Keywords

exterior Dirichlet problemrandom walk on spheres process

Mathematics Subject Classification ID

Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05) Monte Carlo methods (65C05) Applications to the sciences (65Z05)

Cited in

(3)

• scientific article; zbMATH DE number 179026 (Why is no real title available?)
• 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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