Walk-on-spheres method
id:
walk-on-spheres-method-311-14964180
title:
Walk-on-spheres method
text:
In mathematics, the walk-on-spheres method (WoS) is a numerical probabilistic algorithm, or Monte-Carlo method, used mainly in order to approximate the solutions of some specific boundary value problem for partial differential equations (PDEs). The WoS method was first introduced by Mervin E. Muller in 1956 to solve Laplace's equation, and was since then generalized to other problems. It relies on probabilistic interpretations of PDEs, and simulates paths of Brownian motion, by sampling only the
brand slug:
wiki
category slug:
encyclopedia
description:
Mathematical algorithm
original url:
https://en.wikipedia.org/wiki/Walk-on-spheres_method
date created:
date modified:
2023-08-27T02:37:20Z
main entity:
{"identifier":"Q25303850","url":"https://www.wikidata.org/entity/Q25303850"}
image:
fields total:
13
integrity:
14