3 citations · 4 across the 2 of their papers we have counts for
2 papers
math.NA2022★ 3 cited
Monte Carlo method for parabolic equations involving fractional Laplacian
Caiyu Jiao, Changpin Li
We apply the Monte Carlo method to solving the Dirichlet problem of linear parabolic equations with fractional Laplacian. This method exploit- s the idea of weak approximation of r…
math.NA2022★ 1 cited
A Modified Walk-on-sphere Method for High Dimensional Fractional Poisson Equation
Caiyu Jiao, Changpin Li, Hexiang Wang +1
We develop walk-on-sphere for fractional Poisson equations with Dirichilet boundary conditions in high dimensions. The walk-on-sphere method is based on probabilistic represen tati…