The rate of convergence of the Walk on Spheres Algorithm

被引：17

作者：

Binder, Ilia ^{[1
]}

Braverman, Mark ^{[2
]}

机构：

[1] Univ Toronto, Dept Math, Toronto, ON M5S 1A1, Canada

[2] Princeton Univ, Dept Comp Sci, Princeton, NJ 08544 USA

来源：

GEOMETRIC AND FUNCTIONAL ANALYSIS | 2012年 / 22卷 / 03期

基金：

加拿大自然科学与工程研究理事会;

关键词：

Walk on spheres algorithm; harmonic measure; potential theory;

D O I：

10.1007/s00039-012-0161-z

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

In this paper we examine the rate of convergence of one of the standard algorithms for emulating exit probabilities of Brownian motion, the Walk on Spheres (WoS) algorithm. We obtain a complete characterization of the rate of convergence of WoS in terms of the local geometry of a domain.

引用

页码：558 / 587

页数：30

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