Monte Carlo approximations of the Neumann problem

DOI10.1515/mcma-2013-0010zbMath1279.65009arXiv1203.4910OpenAlexW2164580199WikidataQ60920721 ScholiaQ60920721MaRDI QIDQ2864771

Sylvain Maire, Etienne Tanré

Publication date: 26 November 2013

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

Full work available at URL: https://arxiv.org/abs/1203.4910

zbMATH Keywords

convection-diffusion equationnumerical examplesMonte Carlo methodsPoisson equationNeumann problemspectral methodslocal time approximation

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Spectral, collocation and related methods for boundary value problems involving PDEs (65N35) Boundary value problems for second-order elliptic equations (35J25) Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05) Finite difference methods for boundary value problems involving PDEs (65N06)

Related Items (9)

A Parallel Iterative Probabilistic Method for Mixed Problems of Laplace Equations with the Feynman--Kac Formula of Killed Brownian Motions ⋮ A partially reflecting random walk on spheres algorithm for electrical impedance tomography ⋮ Numerical solution of the Robin problem of Laplace equations with a Feynman-Kac formula and reflecting Brownian motions ⋮ Solution Bounds for Elliptic Partial Differential Equations via Feynman-Kac Representation ⋮ On the use of reverse Brownian motion to accelerate hybrid simulations ⋮ A numerical method for solving snapping out Brownian motion in 2D bounded domains ⋮ A path integral Monte Carlo (PIMC) method based on Feynman-Kac formula for electrical impedance tomography ⋮ Stochastic finite differences for elliptic diffusion equations in stratified domains ⋮ A transformed stochastic Euler scheme for multidimensional transmission PDE

This page was built for publication: Monte Carlo approximations of the Neumann problem