The rate of convergence of the Walk on Spheres Algorithm

被引：0

作者：

Ilia Binder

Mark Braverman

机构：

[1] University of Toronto,Department of Mathematics

[2] Princeton University,Department of Computer Science

来源：

Geometric and Functional Analysis | 2012年 / 22卷

关键词：

Walk on spheres algorithm; harmonic measure; potential theory; 60G42; 65C05; 31B25; 31B05;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

In this paper we examine the rate of convergence of one of the standard algorithms for emulating exit probabilities of Brownian motion, the Walk on Spheres (WoS) algorithm. We obtain a complete characterization of the rate of convergence of WoS in terms of the local geometry of a domain.

引用

页码：558 / 587

页数：29

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