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