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Andreea Grecu

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Preprint Aug 2026

Extended Walk-on-Spheres Algorithm for Linear and Nonlinear Elliptic Problems of Divergence-type

The Walk-on-Spheres algorithm, introduced by M. E. Muller in 1956, is a well known Monte Carlo method that leverages Brownian exit distributions from spheres to solve the Laplace equation with Dirichlet boundary conditions. Its mesh-free nature, robustness on complex geometries, favorable scaling with dimension, and in...

I. Cîmpean, Andreea Grecu, A. Zarnescu · 0 citations

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