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 ...
This is a preview. Log in through your library . Abstract This paper deals with the analysis of general one-step methods for the numerical solution of initial (-boundary) value problems for stiff ...
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