Efficient numerical solutions of Neumann problems in inhomogeneous media from their probabilistic representations and applications

The Neumann problem, particularly for problems exterior to a bounding surface, is very useful in a number of situations. Those that are described by elliptic and parabolic partial differential equations are immediately amenable to probabilistic representations for the solutions, the numerical implem...

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Bibliographic Details
Main Authors: Raghu Raghavan, Martin L. Brady
Format: Article
Language:English
Published: Wiley 2020-02-01
Series:Engineering Reports
Subjects:
Online Access:https://doi.org/10.1002/eng2.12108