Monte Carlo Algorithms for Problems with Partially Reflecting Boundaries

DOI10.1007/978-3-319-73441-5_30zbMath1476.65008OpenAlexW2781791306MaRDI QIDQ3297447

Nikolai A. Simonov

Publication date: 20 July 2020

Published in: Large-Scale Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-73441-5_30

zbMATH Keywords

Monte CarloMarkov chainLaplace equationrandom walkRobin problemthird boundary value problempartially reflecting boundary condition

Mathematics Subject Classification ID

Probabilistic methods, particle methods, etc. for boundary value problems involving PDEs (65N75) Monte Carlo methods (65C05)

Cites Work

• Walk-on-spheres algorithm for solving third boundary value problem
• Monte Carlo methods for solving elliptic equations with boundary conditions containing the normal derivative
• Stochastic Methods for Boundary Value Problems
• Some Continuous Monte Carlo Methods for the Dirichlet Problem
• Functional Integration and Partial Differential Equations. (AM-109)
• Monte Carlo methods for solving boundary value problems of the second and third kinds
• The Floating Random Walk and Its Application to Monte Carlo Solutions of Heat Equations
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item