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Efficient simulation of Schr\"odinger equation with piecewise constant positive potential

Numerical Analysis 2015-12-07 v1 Analysis of PDEs Probability

Abstract

In this paper we introduce a new method for the simulation of a weak solution of the Schr\"odinger-type equation where the potential is piecewise constant and positive. The method, called killing walk on spheres algorithm, combines the classical walk of spheres algorithm with killing that can be determined by using panharmonic measures.

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Cite

@article{arxiv.1512.01306,
  title  = {Efficient simulation of Schr\"odinger equation with piecewise constant positive potential},
  author = {Xuxin Yang and Antti Rasila and Tommi Sottinen},
  journal= {arXiv preprint arXiv:1512.01306},
  year   = {2015}
}

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9 pages