Drichlet conditions specify the values of the dependent variables of the boundary points. Neumann conditions specify the values of the normal gradients of the boundary. Robin conditions defines a ...

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 ...

Boundary value problems (BVPs) and partial differential equations (PDEs) are critical components of modern applied mathematics, underpinning the theoretical and practical analyses of complex systems.

This is a preview. Log in through your library . Abstract This paper deals with the analysis of general one-step methods for the numerical solution of initial ...