A global random walk on spheres algorithm for transient heat equation and some extensions

DOI10.1515/mcma-2019-2032OpenAlexW2917988129WikidataQ128312294 ScholiaQ128312294MaRDI QIDQ2417980

K. K. Sabel'fel'd

Publication date: 31 May 2019

Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/mcma-2019-2032

zbMATH Keywords

double randomizationcathodoluminescence imagingspherical integral relationfist passage time

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Applications to the sciences (65Z05)

Related Items (4)

Stochastic simulation algorithms for solving a nonlinear system of drift-diffusion-Poisson equations of semiconductors ⋮ A global random walk on grid algorithm for second order elliptic equations ⋮ A global random walk on grid algorithm for second order elliptic equations ⋮ Global random walk on grid algorithm for solving Navier-Stokes and Burgers equations

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