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A Parallel Iterative Probabilistic Method for Mixed Problems of Laplace Equations with the Feynman-Kac Formula of Killed Brownian Motions

Cuiyang Ding, Changhao Yan, Xuan Zeng 0001, Wei Cai 0003. A Parallel Iterative Probabilistic Method for Mixed Problems of Laplace Equations with the Feynman-Kac Formula of Killed Brownian Motions. SIAM J. Scientific Computing, 44(5):3413, October 2022. [doi]

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