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Random Walks for Solving Boundary-Value Problems with Flux Conditions - MaRDI portal

Random Walks for Solving Boundary-Value Problems with Flux Conditions (Q3591050)

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Random Walks for Solving Boundary-Value Problems with Flux Conditions
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    Random Walks for Solving Boundary-Value Problems with Flux Conditions (English)
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    3 September 2007
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    Helmholtz equation
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    numerical examples
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    Monte Carlo methods
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    finite-difference approximation
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    randomization
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    walk-on-spheres
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    convergence
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