Pages that link to "Item:Q3240988"

The following pages link to Some Continuous Monte Carlo Methods for the Dirichlet Problem (Q3240988):

Displaying 50 items.

• Numerical solution of the Robin problem of Laplace equations with a Feynman-Kac formula and reflecting Brownian motions (Q334322) (← links)
• Walk-on-spheres algorithm for solving third boundary value problem (Q338979) (← links)
• A first-passage kinetic Monte Carlo method for reaction-drift-diffusion processes (Q348732) (← links)
• Random walk on spheres method for solving drift-diffusion problems (Q350283) (← links)
• Hitting time for Bessel processes-walk on moving spheres algorithm (WoMS) (Q389064) (← links)
• Simulating diffusions with piecewise constant coefficients using a kinetic approximation (Q658805) (← links)
• A Monte Carlo method for Poisson's equation (Q753456) (← links)
• Some evaluations for continuous Monte Carlo method by using Brownian hitting process (Q774770) (← links)
• Multilevel Monte Carlo for the Feynman-Kac formula for the Laplace equation (Q906958) (← links)
• Simulation of diffusions by means of importance sampling paradigm (Q990386) (← links)
• The ``walk in hemispheres'' process and its applications to solving boundary value problems (Q1036939) (← links)
• A method for generating uniformly distributed points on \(N\)-dimensional spheres (Q1131446) (← links)
• A Monte Carlo method for finite difference equations of elliptic type in a multiregion domain (Q1162128) (← links)
• Random walk on distant mesh points Monte Carlo methods (Q1280434) (← links)
• Monte Carlo algorithms: Performance analysis for some computer architectures (Q1318435) (← links)
• Solving boundary value problems with complex parameters by the Monte Carlo method (Q1358023) (← links)
• \(\varepsilon\)-shell error analysis for ``walk on spheres'' algorithms (Q1399954) (← links)
• Green's function Monte Carlo algorithms for elliptic problems. (Q1418588) (← links)
• Analysis and comparison of Green's function first-passage algorithms with ``Walk on spheres'' algorithms. (Q1418589) (← links)
• Simulation of a space-time bounded diffusion (Q1578587) (← links)
• Initial-boundary value problem for the heat equation -- a stochastic algorithm (Q1661575) (← links)
• Monte Carlo algorithm for the Robin boundary conditions in application to solving a model diffusion-recombination problem (Q1691495) (← links)
• From short-range repulsion to Hele-Shaw problem in a model of tumor growth (Q1692115) (← links)
• A mesh free stochastic algorithm for solving diffusion-convection-reaction equations on complicated domains (Q1709848) (← links)
• First passage Monte Carlo algorithms for solving coupled systems of diffusion-reaction equations (Q1726536) (← links)
• Random walk on spheres method for solving anisotropic drift-diffusion problems (Q1746429) (← links)
• A Feynman-Kac path-integral implementation for Poisson's equation using an \(h\)-conditioned Green's function (Q1873035) (← links)
• Sequential Monto Carlo techniques for the solution of linear systems (Q1891301) (← links)
• Solving the Dirichlet problem for nonlinear elliptic equations by the Monte Carlo method (Q1920823) (← links)
• Integral and probabilistic representations for systems of elliptic equations (Q1921107) (← links)
• To the theory of the estimators of the Monte Carlo method which are connected with a ``random walk by spheres'' (Q1921800) (← links)
• On the Dirichlet problem (Q1931423) (← links)
• The rate of convergence of the walk on spheres algorithm (Q1938493) (← links)
• Revisiting Kac's method: a Monte Carlo algorithm for solving the telegrapher's equations (Q1997331) (← links)
• Efficient simulation of the Schrödinger equation with a piecewise constant positive potential (Q1997710) (← links)
• Random walk on ellipsoids method for solving elliptic and parabolic equations (Q2026644) (← links)
• Last-passage Monte Carlo algorithm for charge density on a conducting spherical surface (Q2051108) (← links)
• Random walk on spheres algorithm for solving steady-state and transient diffusion-recombination problems (Q2066975) (← links)
• A diffusion Monte Carlo method for charge density on a conducting surface at non-constant potentials (Q2066977) (← links)
• Effective numerical methods for simulating diffusion on a spherical surface in three dimensions (Q2098797) (← links)
• A new global random walk algorithm for calculation of the solution and its derivatives of elliptic equations with constant coefficients in an arbitrary set of points (Q2186762) (← links)
• Exit problem for Ornstein-Uhlenbeck processes: a random walk approach (Q2188138) (← links)
• Approximation of exit times for one-dimensional linear diffusion processes (Q2210603) (← links)
• What is the fractional Laplacian? A comparative review with new results (Q2223003) (← links)
• Stochastic finite differences for elliptic diffusion equations in stratified domains (Q2228762) (← links)
• The walk on moving spheres: a new tool for simulating Brownian motion's exit time from a domain (Q2229032) (← links)
• A Matlab software for approximate solution of 2D elliptic problems by means of the meshless Monte Carlo random walk method (Q2290920) (← links)
• Geometry entrapment in walk-on-subdomains (Q2293284) (← links)
• Yukawa potential, panharmonic measure and Brownian motion (Q2305841) (← links)
• Combination of the meshless finite difference approach with the Monte Carlo random walk technique for solution of elliptic problems (Q2334895) (← links)