A modification of the random walk over spheres algorithm which is convenient for practical application

DOI10.1016/0041-5553(84)90071-5zbMath0573.65091OpenAlexW2042936349MaRDI QIDQ3691016

Nikolai A. Simonov

Publication date: 1984

Published in: USSR Computational Mathematics and Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0041-5553(84)90071-5

zbMATH Keywords

fictitious boundariesrandom-walk over spheres algorithm

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Boundary value problems for second-order elliptic equations (35J25) Applications to the sciences (65Z05)

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