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Monte Carlo approximations of the Neumann problem - MaRDI portal

Monte Carlo approximations of the Neumann problem (Q2864771)

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scientific article; zbMATH DE number 6232854
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Monte Carlo approximations of the Neumann problem
scientific article; zbMATH DE number 6232854

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    Monte Carlo approximations of the Neumann problem (English)
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    26 November 2013
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    Neumann problem
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    Monte Carlo methods
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    spectral methods
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    local time approximation
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    Poisson equation
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    numerical examples
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    convection-diffusion equation
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