A global random walk on grid algorithm for second order elliptic equations

Karl K. Sabelfeld (Institute of Computational Mathematics and Mathematical Geophysics, Russian Academy of Sciences, Novosibirsk State University) and Dmitrii Smirnov (Institute of Computational Mathematics and Mathematical Geophysics, Russian Academy of Sciences) A global random walk on grid algorithm for second order elliptic equations // Monte Carlo Methods & Applications . Sep2021, Vol. 27 Issue 3, p211-225. 15p. Q3, https://www.degruyter.com/document/doi/10.1515/mcma-2021-2092/html Scopus. This work of the GRWG algorithm development is supported by the Russian Science Foundation under Grant 19-11-00019, and the Russian Foundation for Basic Research under Grant 20-51-18009 in the part of random walk on grid process implementations.