Numerical Solution of the Robin Problem of Laplace Equations with a Feynman-Kac Formula and Reflecting Brownian Motions.
Yijing ZhouWei CaiPublished in: J. Sci. Comput. (2016)
Keyphrases
- numerical solution
- systems of ordinary differential equations
- differential equations
- finite difference
- partial differential equations
- nonlinear equations
- finite element
- ordinary differential equations
- image sequences
- low order
- numerical methods
- boundary value problem
- linear systems
- exact solution
- curve evolution
- finite element method
- numerical scheme