Xuxin Yang

Xuxin Yang, Antti Rasila, Tommi Sottinen

We show that a constant-potential time-independent Schrödinger equation with Dirichlet boundary data can be reformulated as a Laplace equation with Dirichlet boundary data. With this reformulation, which we call the Duffin correspondence, we provide a classical Walk On Spheres (WOS) algorithm for Monte Carlo simulation of the solutions of the boundary value problem. We compare the obtained Duffin WOS algorithm with existing modified WOS algorithms.

Xuxin Yang, Antti Rasila, Tommi Sottinen

In this paper we introduce a new method for the simulation of a weak solution of the Schrödinger-type equation where the potential is piecewise constant and positive. The method, called killing walk on spheres algorithm, combines the classical walk of spheres algorithm with killing that can be determined by using panharmonic measures.