Random Walks for Solving Boundary-Value Problems with Flux Conditions.

Nikolai A. Simonov

Published in: Numerical Methods and Applications (2006)

Keyphrases

random walk
boundary value problem
boundary conditions
markov chain
directed graph

sufficient conditions
stationary distribution
transition probabilities
numerical solution
variational inequalities

transition probability matrix
poisson equation
partial differential equations
differential equations
spectral methods

learning algorithm
vector field
dynamic programming
reinforcement learning