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 ...

The study of differential-difference equations and boundary value problems occupies an essential niche in applied mathematics, linking the theory of differential operators with discrete translation ...

This is a preview. Log in through your library . Abstract This paper deals with the stability analysis of one-step methods in the numerical solution of initial (-boundary) value problems for linear, ...

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.