A Parallel Method for Solving Laplace Equations with Dirichlet Data Using Local Boundary Integral Equations and Random Walks

DOI10.1137/120875004zbMath1362.65008arXiv1210.1491OpenAlexW2962884643MaRDI QIDQ2855662

Publication date: 28 October 2013

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1210.1491

zbMATH Keywords

Monte Carlo method Laplace equation boundary integral equations Dirichlet-to-Neumann mapping last-passage method walk on sphere

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Kinetics in biochemical problems (pharmacokinetics, enzyme kinetics, etc.) (92C45) Parallel numerical computation (65Y05) Numerical methods for partial differential equations, boundary value problems (65N99)

Related Items (8)

Numerical methods for nonlocal and fractional models ⋮ A Parallel Iterative Probabilistic Method for Mixed Problems of Laplace Equations with the Feynman--Kac Formula of Killed Brownian Motions ⋮ Numerical solution of the Robin problem of Laplace equations with a Feynman-Kac formula and reflecting Brownian motions ⋮ A path integral Monte Carlo (PIMC) method based on Feynman-Kac formula for electrical impedance tomography ⋮ What is the fractional Laplacian? A comparative review with new results ⋮ A Highly Scalable Boundary Integral Equation and Walk-On-Spheres (BIE-WOS) Method for the Laplace Equation with Dirichlet Data ⋮ Last-passage Monte Carlo algorithm for charge density on a conducting spherical surface ⋮ A diffusion Monte Carlo method for charge density on a conducting surface at non-constant potentials

Uses Software

ParAFEMCap

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