4 papers
A modified projected walk on spheres method for elliptic equations on high-dimensional embedded manifolds: algorithm and error estimates
Zhiyuan Hui, Changtao Sheng, Bihao Su +1
In this paper, we propose a modified projected Walk on Spheres method (MPWoS) for screened Poisson equations on embedded manifolds. The method employs local extensions together wit…
A derivative-free localized stochastic method for very high-dimensional semilinear parabolic PDEs
Shuixin Fang, Changtao Sheng, Bihao Su +1
We develop a mesh-free, derivative-free, matrix-free, and highly parallel localized stochastic method for high-dimensional semilinear parabolic PDEs. The efficiency of the proposed…
Numerical Method for Space-Time Fractional Diffusion: A Stochastic Approach
Tengteng Cui, Chengtao Sheng, Bihao Su +1
In this paper, we develop and analyze a stochastic algorithm for solving space-time fractional diffusion models, which are widely used to describe anomalous diffusion dynamics. The…
Efficient implicit-explicit sparse stochastic method for high dimensional semi-linear nonlocal diffusion equations
Changtao Sheng, Bihao Su, Chenglong Xu
In this paper, we present a sparse grid-based Monte Carlo method for solving high-dimensional semi-linear nonlocal diffusion equations with volume constraints. The nonlocal model i…