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Initial-boundary value problem for the heat equation -- a stochastic algorithm - MaRDI portal

Initial-boundary value problem for the heat equation -- a stochastic algorithm (Q1661575)

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Initial-boundary value problem for the heat equation -- a stochastic algorithm
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    Initial-boundary value problem for the heat equation -- a stochastic algorithm (English)
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    16 August 2018
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    initial-boundary value problem
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    heat equation
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    random walk
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    mean-value formula
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    heat balls
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    Riesz potential
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    submartingale
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    randomized algorithm
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