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The Annals of Applied Probability, Vol. 28, No. 3 (June 2018), pp. 1943-1976 (34 pages) The initial-boundary value problem for the heat equation is solved by using an algorithm based on a random walk ...
SIAM Journal on Applied Mathematics, Vol. 48, No. 6 (Dec., 1988), pp. 1227-1243 (17 pages) The aim of this paper is to contribute to the foundation of the asymptotic methods for initial-boundary value ...