Floating Random Walk Solution to the Dirichlet Problem
A floating random walk in a two-dimensional region starts at a point inside and takes steps of length equal to the minimum distance from the current location to the boundary of . This Demonstration illustrates floating random walks for regions of various shape.
The floating random walk algorithm is a probabilistic algorithm that can be applied to boundary value problems .
 A. Haji-Sheikh and E. M. Sparrow, "The Floating Random Walk and Its Application to Monte Carlo Solutions of Heat Equations," SIAM Journal on Applied Mathematics, 14(2), 1966 pp. 370–389. doi:10.1137/0114031.