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A new `walk on spheres' type method for fractional diffusion equation in high dimensions based on the Feynman-Kac formulas - MaRDI portal

A new `walk on spheres' type method for fractional diffusion equation in high dimensions based on the Feynman-Kac formulas (Q6160858)

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scientific article; zbMATH DE number 7701287
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A new `walk on spheres' type method for fractional diffusion equation in high dimensions based on the Feynman-Kac formulas
scientific article; zbMATH DE number 7701287

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    A new `walk on spheres' type method for fractional diffusion equation in high dimensions based on the Feynman-Kac formulas (English)
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    26 June 2023
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    integral fractional Laplacian
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    transition density
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    Poisson kernel
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    Monte Carlo method
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