In this paper we present a numerical solution method for the Bernoulli free boundary value problem for the Laplace equation in three dimensions. We extend a nonlinear integral equation approach for the free boundary reconstruction [21] from the two-dimensional to the three-dimensional case. The idea of the method consists in reformulating Bernoulli’s problem as a system of boundary integral equ...

In the present work‎, ‎a new stochastic algorithm is proposed to solve multiple dimensional Fredholm integral equations of the second kind‎. ‎The solution of the‎ integral equation is described by the Neumann series expansion‎. ‎Each term of this expansion can be considered as an expectation which is approximated by a continuous Markov chain Monte Carlo method‎. ‎An algorithm is proposed to sim...