Abstract
We introduce a new method for the Monte Carlo simulation of a weak solution of the Schrödinger-type equation where the potential is piecewise constant and positive. The method, called the killing walk-on-spheres algorithm, combines the classical walk-on-spheres algorithm with killing that can be determined by using panharmonic measures. This paper continues our earlier work in which simulation of the solutions of the Yukawa and the Helmholtz partial differential equations were developed.
Original language | English |
---|---|
Pages (from-to) | 315-323 |
Number of pages | 9 |
Journal | Mathematics and Computers in Simulation |
Volume | 166 |
DOIs | |
State | Published - Dec 2019 |
Keywords
- Brownian motion
- Harmonic measure
- Killing walk-on-spheres
- Numerical algorithm
- Schrödinger equation
- Yukawa equation