We consider diffusion problems with partially reflecting boundaries that can be formulated in terms of an elliptic equation. To solve boundary value problems with the Robin condition, we propose a Monte Carlo method based on a randomization of an integral representation. The algorithm behaviour is analysed in its application for solving a model problem.
CITATION STYLE
Simonov, N. A. (2018). Monte carlo algorithms for problems with partially reflecting boundaries. In Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics) (Vol. 10665 LNCS, pp. 283–291). Springer Verlag. https://doi.org/10.1007/978-3-319-73441-5_30
Mendeley helps you to discover research relevant for your work.