Showing physics.comp-phShow all
2 papers · 1 filter
physics.comp-ph2024
Escape-from-a-layer approach for simulating the boundary local time in Euclidean domains
Yilin Ye, Adrien Chaigneau, Denis S. Grebenkov
We propose an efficient numerical approach to simulate the boundary local time of reflected Brownian motion, as well as the time and position of the associated reaction event on a…
physics.comp-ph2024
Mixed Steklov-Neumann problem: asymptotic analysis and applications to diffusion-controlled reactions
Denis S. Grebenkov
We consider the mixed Steklov-Neumann spectral problem for the modified Helmholtz equation in a bounded domain when the Steklov condition is imposed on a connected subset of the sm…