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math.NA2019★ 1 cited
A Path Integral Monte Carlo Method based on Feynman-Kac Formula for Electrical Impedance Tomography
Yijing Zhou, Wei Cai
A path integral Monte Carlo method (PIMC) based on Feynman-Kac formula for mixed boundary conditions of elliptic equations is proposed to solve the forward problem of electrical im…
math.NA2015
Numerical Solution of the Robin Problem of Laplace Equations with a Feynman-Kac Formula and Reflecting Brownian Motions
Yijing Zhou, Wei Cai
In this paper, we present numerical methods to implement the probabilistic representation of third kind (Robin) boundary problem for the Laplace equations. The solution is based on…
math.NA2015★ 2 cited
Computation of Local Time of Reflecting Brownian Motion and Probabilistic Representation of the Neumann Problem
Yijing Zhou, Wei Cai, Elton Hsu
In this paper, we propose numerical methods for computing the boundary local time of reflecting Brownian motion (RBM) in R3 and its use in the probabilistic representation of the s…