Revisiting Kac’s method: A Monte Carlo algorithm for solving the Telegrapher’s equations

Author:

Zhang Bolong,Yu WenjianORCID,Mascagni Michael

Funder

National Natural Science Foundation of China

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Numerical Analysis,General Computer Science,Theoretical Computer Science

Reference25 articles.

1. A Monte Carlo method for solving the one-dimensional telegraph equations with boundary conditions;Acebrón;J. Comput. Phys.,2016

2. R. Daileda, Lecture notes of course Partial Differential Equations in Trinity Univ., 2012. URL http://ramanujan.math.trinity.edu/rdaileda/teach/s12/m3357/lectures/lecture_3_1_short.pdf.

3. Solution of the Dirichlet problem for the equation Δu−cu=−q by a model of “walks on spheres”;Elepov;USSR Comput. Math. Math. Phys.,1969

4. Unconditionally stable difference schemes for a one-space-dimensional linear hyperbolic equation;Gao;Appl. Math. Comput.,2007

5. A first-passage algorithm for the hydrodynamic friction and diffusion-limited reaction rate of macromolecules;Given;J. Chem. Phys.,1997

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