Work

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

Year: 2024
Type: article
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.
Language: English
Open Access status: bronze
OpenAlex ID: W4404418123
FWCI: 0.765
Cites: 16
Cited by: 1
Related to: 10