Solving partial differential equations via random walks: a review

MaRDI QIDQ2923184zbMATH OpenFDO

Authors Chi-Ok Hwang

Publication date 15 October 2014

Published in International Journal of Evolution Equations (Search for Journal in Brave)

zbMATH Keywords

diffusion Monte CarloFeynman-KacLaplacelinearized Poisson-Boltzmann equationsPoissonrandom walkssurvey article

Mathematics Subject Classification ID

Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05) Boltzmann equations (35Q20) Sums of independent random variables; random walks (60G50) Probabilistic potential theory (60J45) Research exposition (monographs, survey articles) pertaining to numerical analysis (65-02) Monte Carlo methods (65C05)

Recommendations

• scientific article; zbMATH DE number 843491
• Random walk on ellipsoids method for solving elliptic and parabolic equations
• scientific article; zbMATH DE number 50876
• An algorithm for random walks over small ellipsoids for solving the general Dirichlet problem
• Random walk method for the two- and three-dimensional Laplace, Poisson and Helmholtz's equations

Cited in

(2)

• scientific article; zbMATH DE number 1217604 (Why is no real title available?)
• scientific article; zbMATH DE number 843491 (Why is no real title available?)

This page was built for publication: Solving partial differential equations via random walks: a review

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2923184)