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arXiv · 2407.03346

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

Oana Lupascu-Stamate·Vasile Stanciulescu
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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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Oana Lupascu-Stamate, Vasile Stanciulescu. 2024-06-03. Numerical solution to the Neumann problem in a Lipschitz domain, based on random walks. https://arxiv.org/abs/2407.03346

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