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Diffusion-limited reactions are commonly found in biochemical processes such as enzyme catalysis, colloid and protein aggregation and binding between different macromolecules in cells. Usually, such reactions are modeled within the Smoluchowski framework by considering purely diffusive boundary problems. However, inertial effects are not always negligible in real biological or physical media on typical observation time frames. This is all the more so for non-bulk phenomena involving physical boundaries, that introduce additional time and space constraints. In this paper, we present and test a novel numerical scheme, based on event-driven Brownian dynamics, that allows us to explore a wide range of velocity relaxation times, from the purely diffusive case to the underdamped regime. We show that our algorithm perfectly reproduces the solution of the Fokker-Planck problem with absorbing boundary conditions in all the regimes considered and is thus a good tool for studying diffusion-guided reactions in complex biological environments.