Abstract:The paper is devoted to mixed boundary-value problem solving for Laplace equation with the use of walk-on-spheres algorithm. The problem under study is reduced to finding a solution of integral equation with the kernel nonzero only at some sphere in the domain considered. Ulam-Neumann scheme is applied for integral equation solving; the appropriate Markov chain is introduced. The required solution value at a certain point of the domain is approximated by the expected value of special statistics defined on Mark… Show more
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