In this paper, we are interested in numerical solution of some linear boundary value problems with Dirichlet boundary part, by the means of simulation of random walks. We use a probabilistic interpretation of solution $u$, assuming that the coefficient and the boundary data are sufficiently smooth, and applying It\^o's formula. From these stochastic representations of solution, we extend some algorithms obtained for standard boundary conditions to the quasi-linear source of the type $f(u)= a\,u^3$. For positive and negative parameter $a$, we then obtain numerical results by applying the stochastic methods based upon these generalized algorithms.
Categories: math.PR