math.NA · 2026-08-11 · No. 81

Numerical Analysis, 2026-08-11.

1 new papers in math.NA. Titles, authors, abstracts. Links to arXiv. Want this in your inbox every morning? Subscribe →

01 — The papers

1 entries
  1. 01

    Walk-on-Spheres Monte Carlo and deep neural network approximations of elliptic PDEs with drift and killing

    Konrad Kleinberg, Thomas Kruse

    math.NA · cs.LG · math.AP · math.PR

    In this paper we provide Monte Carlo and deep neural network approximations for stochastic representations of solutions to linear elliptic partial differential equations with constant diffusion, drift and killing. Building on the modified Walk-on-Spheres algorithm of Beznea et al. (arXiv:2209.01432), we introduce Monte Carlo estimators that explicitly incorporate sampled random times arising in the analyzed stochastic representations. We...

    arxiv.org/abs/2608.09494 · PDF

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