The ``walk in hemispheres process and its applications to solving boundary value problems
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Publication:1036939
DOI10.3103/S1063454109030029zbMath1181.65009MaRDI QIDQ1036939
Alexander Sipin, Sergeĭ Mikhaĭlovich Ermakov
Publication date: 13 November 2009
Published in: Vestnik St. Petersburg University. Mathematics (Search for Journal in Brave)
Monte Carlo methods (65C05) Sums of independent random variables; random walks (60G50) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Numerical analysis or methods applied to Markov chains (65C40) Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05)
Related Items (9)
Random walk on spheres algorithm for solving transient drift-diffusion-reaction problems ⋮ A global random walk on spheres algorithm for transient heat equation and some extensions ⋮ Stochastic and quasistochastic computations ⋮ Stochastic algorithm for solving transient diffusion equations with a precise accounting of reflection boundary conditions on a substrate surface ⋮ A global random walk on grid algorithm for second order elliptic equations ⋮ A global random walk on grid algorithm for second order elliptic equations ⋮ Random walk on rectangles and parallelepipeds algorithm for solving transient anisotropic drift-diffusion-reaction problems ⋮ Monte Carlo Method for Partial Differential Equations ⋮ Stochastic algorithms for solving the Dirichlet boundary value problem for certain second-order elliptic equations with discontinuous coefficients
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