Random Walks for Solving Boundary-Value Problems with Flux Conditions

DOI10.1007/978-3-540-70942-8_21zbMath1137.65308OpenAlexW2098094140MaRDI QIDQ3591050

Nikolai A. Simonov

Publication date: 3 September 2007

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

Full work available at URL: https://doi.org/10.1007/978-3-540-70942-8_21

zbMATH Keywords

convergencenumerical examplesrandomizationMonte Carlo methodsfinite-difference approximationHelmholtz equationwalk-on-spheres

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Sums of independent random variables; random walks (60G50) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05)

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