2 papers
math.NA2026
An hp-version time stepping spectral Monte Carlo method for semi-linear parabolic equations
Jiaying Feng, Zhiyuan Hui, Changtao Sheng +1
In this paper, we present an -version time-stepping spectral Monte Carlo method for solving semi-linear parabolic equations. The key innovation lies in constructing an exponent…
math.NA2026
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…