Optimal control problems and homogenization techniques have emerged as pivotal tools in analysing boundary value problems characterised by complex geometries and heterogeneous materials. In this ...

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 ...

Investigation is made into the sensitivity of solutions of linear boundary value problems to perturbations of the boundary condition. We derive a useful quantity to decide for well or ill conditioning ...