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 ...

We examine a heat problem in 1D. Assume that a rod with given temperature distribution u_0(x) is cooled to temperature 0 on the exteriors at 0 and pi. Assume that u(x,t) for the Temperature at point x ...