Random Walk Stochastic Methods for PDE Boundary Value Problems

Wei Cai ()
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Wei Cai: Southern Methodist University, Department of Mathematics

Chapter Chapter 4 in Deterministic, Stochastic, and Deep Learning Methods for Computational Electromagnetics, 2025, pp 109-137 from Springer

Abstract: Abstract The Feynman–Kac formula provides a fundamental relation between the solution of an elliptic partial differential equation (PDE) and a stochastic process, providing a probabilistic representation of the PDE’s solution at any given location and a Monte Carlo solution [1–4]

Date: 2025
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DOI: 10.1007/978-981-96-0100-4_4

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