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 ...

In this paper we consider hyperbolic initial value problems subject to periodic boundary conditions with nonsmooth data. We show that if we filter the data and solve the problem by the ...