A modified walk‐on‐sphere method for high dimensional fractional Poisson equation (Q6064512)

scientific article; zbMATH DE number 7776956

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English	A modified walk‐on‐sphere method for high dimensional fractional Poisson equation	scientific article; zbMATH DE number 7776956

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instance of

scholarly article

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title

A modified walk‐on‐sphere method for high dimensional fractional Poisson equation (English)

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Numerical Methods for Partial Differential Equations

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publication date

12 December 2023

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full work available at URL

https://arxiv.org/abs/2208.06639

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Mathematics Subject Classification ID

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fractional Laplacian

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inexact sampling

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modified walk-on-sphere method

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walk on spheres

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MaRDI profile type

MaRDI publication profile

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Asymptotic behaviours of solution to Caputo–Hadamard fractional partial differential equation with fractional Laplacian

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Asymptotic behaviors of solution to partial differential equation with Caputo-Hadamard derivative and fractional Laplacian: hyperbolic case

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The blow-up and global existence of solution to Caputo-Hadamard fractional partial differential equation with fractional Laplacian

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The finite-time blow-up for semilinear fractional diffusion equations with time \(\psi\)-Caputo derivative

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Functional Fractional Calculus

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Q3076839

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Q2735592

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The fractional calculus. Theory and applications of differentiation and integration to arbitrary order

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A novel and accurate finite difference method for the fractional Laplacian and the fractional Poisson problem

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Numerical Methods for the Fractional Laplacian: A Finite Difference-Quadrature Approach

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Regularity theory and high order numerical methods for the (1D)-fractional Laplacian

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Optimal Regularity and Error Estimates of a Spectral Galerkin Method for Fractional Advection-Diffusion-Reaction Equations

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Error estimates of spectral Galerkin methods for a linear fractional reaction-diffusion equation

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A Fractional Laplace Equation: Regularity of Solutions and Finite Element Approximations

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Towards an Efficient Finite Element Method for the Integral Fractional Laplacian on Polygonal Domains

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The fractional Laplacian operator on bounded domains as a special case of the nonlocal diffusion operator

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Mean Exit Time and Escape Probability for Dynamical Systems Driven by Lévy Noises

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Unbiased ‘walk-on-spheres’ Monte Carlo methods for the fractional Laplacian

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What is the fractional Laplacian? A comparative review with new results

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On the implementation of multilevel Monte Carlo simulation of the stochastic volatility and interest rate model using multi-GPU clusters

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Lévy Processes and Stochastic Calculus

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Effect of surface slip on the relative motion and collision efficiency of slippery spherical particles

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On Riesz derivative

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A Monte Carlo method for Poisson's equation

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Q4055112

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A Feynman-Kac path-integral implementation for Poisson's equation using an \(h\)-conditioned Green's function

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Q4001948

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Some observations on the Green function for the ball in the fractional Laplace framework

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Extremely efficient acceptance-rejection method for simulating uncorrelated Nakagami fading channels

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mardi Publication:6064512