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-domain integral equations (BDIEs) have emerged as a robust framework for the reformulation and solution of boundary value problems (BVPs) in complex settings. By incorporating integrals over ...