Walk-on-spheres algorithm for solving third boundary value problem

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• 作者：Nikolai A. Simonov ^{nas@osmf.sscc.ru" class="auth_mail" title="E-mail the corresponding author}
• 关键词：Monte Carlo ; Random walk ; Third boundary value problem ; Laplace equation ; Markov chain
• 刊名：Applied Mathematics Letters
• 出版年：2017
• 出版时间：February 2017
• 年：2017
• 卷：64
• 期：Complete
• 页码：156-161
• 全文大小：638 K

文摘

We propose a new Monte Carlo method for solving the third boundary value problem for the Laplace equation. The algorithm provides a possibility to construct an unbiased estimator for the solution.