Walk on spheres algorithm for Helmholtz and Yukawa equations via Duffin correspondence
DOI10.1007/s11009-016-9504-9zbMath1371.65131arXiv1512.07725OpenAlexW2964057629MaRDI QIDQ2397966
Xuxin Yang, Tommi Sottinen, Antti H. Rasila
Publication date: 14 August 2017
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1512.07725
Brownian motionMonte Carlo simulationLaplace equationHelmholtz equationtime-independent Schrödinger equationnumerical algorithmYukawa equationwalk on spheres algorithmlinearized Poisson-Boltzmann equation
Probabilistic methods, particle methods, etc. for boundary value problems involving PDEs (65N75) Monte Carlo methods (65C05) Discrete-time Markov processes on general state spaces (60J05) PDEs in connection with quantum mechanics (35Q40) Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05) Boltzmann equations (35Q20)
Related Items (3)
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