In this paper we examine the rate of convergence of one of the standard algorithms for emulating exit probabilities of Brownian motion, the Walk on Spheres (WoS) algorithm. We obtain a complete characterization of the rate of convergence of WoS in terms of the local geometry of a domain.
All Science Journal Classification (ASJC) codes
- Geometry and Topology
- Walk on spheres algorithm
- harmonic measure
- potential theory