feynman_kac_3d_test, a MATLAB code which calls feynman_kac_3d(), which demonstrates the use of the Feynman-Kac algorithm to solve Poisson's equation in a 3D ellipsoid by averaging stochastic paths to the boundary.
The computer code and data files described and made available on this web page are distributed under the MIT license
feynman_kac_3d, a MATLAB code which demonstrates the use of the Feynman-Kac algorithm to solve Poisson's equation in a 3D ellipsoid by averaging stochastic paths to the boundary.