The Annals of Applied Probability, Vol. 28, No. 3 (June 2018), pp. 1943-1976 (34 pages) The initial-boundary value problem for the heat equation is solved by using an algorithm based on a random walk ...

Elliptic equations represent a fundamental class of partial differential equations that arise in numerous models of steady-state processes, ranging from heat conduction to elasticity. Their study ...

This is a preview. Log in through your library . Abstract Laplace- and Helmholtz-type boundary value problems with singularities are considered. A sequence of approximations to the exact boundary ...