Numerical solution to the Neumann problem in a Lipschitz domain, based on random walks

2024/06/03 by Lupascu-Stamate, Oana, Stanciulescu, Vasile
#35J25 #60H30 #60J50 #65C05 #65C30 #65N75 #65Nxx #FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.2407.03346

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.

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