Solving Wentzell-Dirichlet boundary value problem with superabundant data using reflecting random walk simulation
algorithmnumerical resultMonte Carlo methodrandom walksreflected diffusionprobabilistic representationWentzell boundary conditionlinear boundary value problemstochastic numerical method
Monte Carlo methods (65C05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
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