Walk-on-spheres algorithm for solving boundary-value problems with continuity flux conditions

MaRDI QIDQ3504259zbMATH OpenFDO

Authors Nikolai A. Simonov

Publication date 11 June 2008

zbMATH Keywords

algorithmboundary-value problemconvergenceelliptic equationsfinite-difference approximationMonte Carlo methodnumerical examplesPoisson equationRandomizationwalk-on-spheres

Mathematics Subject Classification ID

Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05) Monte Carlo methods (65C05) Finite difference methods for boundary value problems involving PDEs (65N06) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12)

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Cited in

(9)

• \(\varepsilon\)-shell error analysis for ``walk on spheres algorithms
• Stochastic finite differences for elliptic diffusion equations in stratified domains
• Walk on spheres algorithm for Helmholtz and Yukawa equations via Duffin correspondence
• Random walk on spheres method for solving drift-diffusion problems
• Random Walks for Solving Boundary-Value Problems with Flux Conditions
• scientific article; zbMATH DE number 3930277 (Why is no real title available?)
• scientific article; zbMATH DE number 749511 (Why is no real title available?)
• Probabilistic interpretation and random walk on spheres algorithms for the Poisson-Boltzmann equation in molecular dynamics
• Walk-on-interfaces: a Monte Carlo estimator for an elliptic interface problem with nonhomogeneous flux jump conditions and a Neumann boundary condition

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