We explore a numerical technique for determining the structure of the kinetic boundary layer of the Klein-Kramers equation for noninteracting Brownian particles in a fluid near a wall that absorbs the Brownian particles. The equation is of interest in the theory of diffusion-controlled reactions and of the coagulation of colloidal suspensions. By numerical simulation of the Langevin equation equivalent to the Klein-Kramers equation we amass statistics of the velocities at the first return to the wall and of the return times for particles injected into the fluid at the wall with given velocities. The data can be used to construct the solutions of the standard problems at an absorbing wall, the Milne and the albedo problem. We confirm and extend earlier results by Burschka and Titulaer, obtained by a variational method vexed by the slow convergence of the underlying eigenfunction expansion. We briefly discuss some further boundary layer problems that can be attacked by exploiting the results reported here.