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 ...

R. E. O'Malley, Jr. A basic problem in singular perturabations is to study systems of differential equations whose order is reduced when a small parameter becomes zero. It is important for numerous ...