Sciact
  • EN
  • RU

A meshfree Random Walk on Boundary algorithm with iterative refinement Научная публикация

Журнал Monte Carlo Methods and Applications
ISSN: 0929-9629 , E-ISSN: 1569-3961
Вых. Данные Год: 2025, Том: 31, Номер: 2, Страницы: 131-143 Страниц : 13 DOI: 10.1515/mcma-2025-2007
Ключевые слова Dirichlet problem; boundary integral equations; Random Walk on Boundary algorithm; iterative refinement; variance reduction
Авторы Shalimova Irina 1 , Sabelfeld Karl K. 1,2
Организации
1 Institute of Computational Mathematics and Mathematical Geophysics , Russian Academy of Sciences , Novosibirsk , Russia
2 Sobolev Institute of Mathematics, Russian Academy of Sciences , Novosibirsk , Russia

Информация о финансировании (1)

1 Российский научный фонд 24-11-00107

Реферат: A hybrid continuous Random Walk on Boundary algorithm and iterative refinement method is constructed. In this method, the density of the double layer boundary integral equation for the Laplace equation is resolved by an isotropic Random Walk on Boundary algorithm and calculated for a set of grid points chosen on the boundary. Then, a residual of the boundary integral equation is calculated deterministically, and the same boundary integral equation is solved where the right-hand side is changed with the residual function. This process is repeated several times until the desired accuracy is achieved. This method is compared against the standard Random Walk on Boundary algorithm in terms of their labor intensity. Simulation experiments have shown that the new method is about 200 times more efficient, and this advantage increases with the increase of the desired accuracy. It is noteworthy that the new hybrid algorithm, unlike the standard Random Walk on Boundary algorithm, solves the Laplace equation efficiently also in non-convex domains.
Библиографическая ссылка: Shalimova I. , Sabelfeld K.K.
A meshfree Random Walk on Boundary algorithm with iterative refinement
Monte Carlo Methods and Applications. 2025. V.31. N2. P.131-143. DOI: 10.1515/mcma-2025-2007 WOS Scopus РИНЦ OpenAlex
Даты:
Поступила в редакцию: 1 дек. 2024 г.
Принята к публикации: 12 мар. 2025 г.
Опубликована online: 28 мар. 2025 г.
Опубликована в печати: 1 июн. 2025 г.
Идентификаторы БД:
Web of science: WOS:001454682400001
Scopus: 2-s2.0-105001641124
РИНЦ: 82060919
OpenAlex: W4408896690
Цитирование в БД:
БД Цитирований
OpenAlex 1
Scopus 1
Web of science 1
Альметрики: