Numerical solution to the Neumann problem in a Lipschitz domain, based on random walks
Oana Lupaşcu-Stamate, Vasile Nicolae Stanciulescu · Proceedings of the Romanian Academy Series A Mathematics Physics Technical Sciences Information Science · 2024
We deal with probabilistic numerical solutions for linear elliptic equations with Neumann boundary conditions in a Lipschitz domain, by using a probabilistic numerical scheme introduced by Milstein and Tretyakov based on new numerical layer methods.