2 citations · 2 across the 3 of their papers we have counts for
5 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…
Efficient Monte Carlo Method for Integral Fractional Laplacian in Multiple Dimensions
Changtao Sheng, Bihao Su, Chenglong Xu
In this paper, we develop a Monte Carlo method for solving PDEs involving an integral fractional Laplacian (IFL) in multiple dimensions. We first construct a new Feynman-Kac repres…