Random walk over spheres algorithms

DOI10.1016/0041-5553(86)90184-9zbMath0613.65123OpenAlexW2037160980MaRDI QIDQ4720744

A. A. Kronberg

Publication date: 1986

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(86)90184-9

zbMATH Keywords

conformal mappingMarkov chainLaplace equationPoisson kernelstatistical simulationwalking along spheres

Mathematics Subject Classification ID

Conformal mappings of special domains (30C20) General theory of numerical methods in complex analysis (potential theory, etc.) (65E05) Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05) Applications to the sciences (65Z05)

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