Madalina Deaconu *†, Samuel Herrmann ‡, INITIAL-BOUNDARY VALUE PROBLEM FOR THE HEAT EQUATION—A STOCHASTIC ALGORITHM, The Annals of Applied Probability, Vol. 28, No. 3 (June 2018), pp. 1943-1976 ...

Investigation is made into the sensitivity of solutions of linear boundary value problems to perturbations of the boundary condition. We derive a useful quantity to decide for well or ill conditioning ...