Numerical solution to the Neumann problem in a Lipschitz domain, based on random walks
Probability
2024-07-08 v1
Abstract
We deal with probabilistic numerical solutions for linear elliptic equations with Neumann boundary conditions in a Lipschitz domain, by using a probabilistic numerical scheme introduced by Milstein and Tretyakov based on new numerical layer methods.
Keywords
Cite
@article{arxiv.2407.03346,
title = {Numerical solution to the Neumann problem in a Lipschitz domain, based on random walks},
author = {Oana Lupascu-Stamate and Vasile Stanciulescu},
journal= {arXiv preprint arXiv:2407.03346},
year = {2024}
}