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  2. Laplace's equation - Wikipedia

    en.wikipedia.org/wiki/Laplace's_equation

    In mathematics and physics, Laplace's equation is a second-order partial differential equation named after Pierre-Simon Laplace, who first studied its properties.This is often written as = or =, where = = is the Laplace operator, [note 1] is the divergence operator (also symbolized "div"), is the gradient operator (also symbolized "grad"), and (,,) is a twice-differentiable real-valued function.

  3. Poisson kernel - Wikipedia

    en.wikipedia.org/wiki/Poisson_kernel

    The kernel can be understood as the derivative of the Green's function for the Laplace equation. It is named for Siméon Poisson. Poisson kernels commonly find applications in control theory and two-dimensional problems in electrostatics. In practice, the definition of Poisson kernels are often extended to n-dimensional problems.

  4. Relaxation (iterative method) - Wikipedia

    en.wikipedia.org/wiki/Relaxation_(iterative_method)

    Relaxation methods are used to solve the linear equations resulting from a discretization of the differential equation, for example by finite differences. [ 2 ] [ 3 ] [ 4 ] Iterative relaxation of solutions is commonly dubbed smoothing because with certain equations, such as Laplace's equation , it resembles repeated application of a local ...

  5. Stochastic processes and boundary value problems - Wikipedia

    en.wikipedia.org/wiki/Stochastic_processes_and...

    Let be a domain (an open and connected set) in .Let be the Laplace operator, let be a bounded function on the boundary, and consider the problem: {() =, = (),It can be shown that if a solution exists, then () is the expected value of () at the (random) first exit point from for a canonical Brownian motion starting at .

  6. Walk-on-spheres method - Wikipedia

    en.wikipedia.org/wiki/Walk-on-spheres_method

    In mathematics, the walk-on-spheres method (WoS) is a numerical probabilistic algorithm, or Monte-Carlo method, used mainly in order to approximate the solutions of some specific boundary value problem for partial differential equations (PDEs). [1] [2] The WoS method was first introduced by Mervin E. Muller in 1956 to solve Laplace's equation ...

  7. Finite volume method for two dimensional diffusion problem

    en.wikipedia.org/wiki/Finite_volume_method_for...

    We obtain the distribution of the property i.e. a given two dimensional situation by writing discretized equations of the form of equation (3) at each grid node of the subdivided domain. At the boundaries where the temperature or fluxes are known the discretized equation are modified to incorporate the boundary conditions.

  8. Multigrid method - Wikipedia

    en.wikipedia.org/wiki/Multigrid_method

    Assuming a 2-dimensional problem setup, the computation moves across grid hierarchy differently for various multigrid cycles. This approach has the advantage over other methods that it often scales linearly with the number of discrete nodes used.

  9. Hankel transform - Wikipedia

    en.wikipedia.org/wiki/Hankel_transform

    In mathematics, the Hankel transform expresses any given function f(r) as the weighted sum of an infinite number of Bessel functions of the first kind J ν (kr).The Bessel functions in the sum are all of the same order ν, but differ in a scaling factor k along the r axis.