A Feynman-Kac path-integral implementation for Poisson's equation using an \(h\)-conditioned Green's function
type: Item
instance of: scholarly article
title: A Feynman-Kac path-integral implementation for Poisson's equation using an \(h\)-conditioned Green's function
zbMATH Open document ID: 1025.65006
DOI: 10.1016/S0378-4754(02)00224-0
author: Chi-Ok Hwang
author: Michael Mascagni
author: James A. Given
published in: Mathematics and Computers in Simulation
publication date: 2003-05-19T00:00:00Z
Mathematics Subject Classification ID: 65C05
Mathematics Subject Classification ID: 35J05
Mathematics Subject Classification ID: 65N38
Mathematics Subject Classification ID: 60J65
Mathematics Subject Classification ID: 35C15
Mathematics Subject Classification ID: 81Q30
zbMATH DE Number: 1912340
zbMATH Keywords: walk on spheres
zbMATH Keywords: \(h\)-conditioned Green's function
zbMATH Keywords: Poisson's equation
zbMATH Keywords: Feynmann-Kac path-integral
zbMATH Keywords: Dirichlet problem
zbMATH Keywords: Brownian trajectories
zbMATH Keywords: Brownian motion
zbMATH Keywords: numerical experiment
MaRDI profile type: Publication
Wikidata QID: Q57553652
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full work available at URL: s0378-4754(02)00224-0
OpenAlex ID: W2124222311
description: scientific article; zbMATH DE number 1912340