A deterministic model for the distribution of the stopping time in a stochastic equation and its numerical solution (Q507856): Difference between revisions
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Property / author: Q245121 / rank | |||
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Property / author: José Villa Morales / rank | |||
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Property / Mathematics Subject Classification ID: 65C30 / rank | |||
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Property / Mathematics Subject Classification ID: 60H15 / rank | |||
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Property / Mathematics Subject Classification ID: 60H20 / rank | |||
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Property / Mathematics Subject Classification ID: 35R60 / rank | |||
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Property / Mathematics Subject Classification ID: 45R05 / rank | |||
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Property / Mathematics Subject Classification ID: 35K20 / rank | |||
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Property / Mathematics Subject Classification ID: 65M06 / rank | |||
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Property / zbMATH DE Number | |||
Property / zbMATH DE Number: 6682618 / rank | |||
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Property / zbMATH Keywords | |||
stochastic differential equations | |||
Property / zbMATH Keywords: stochastic differential equations / rank | |||
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nonlinear partial differential equations | |||
Property / zbMATH Keywords: nonlinear partial differential equations / rank | |||
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Paris' equation | |||
Property / zbMATH Keywords: Paris' equation / rank | |||
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probability distribution of hitting time | |||
Property / zbMATH Keywords: probability distribution of hitting time / rank | |||
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probability-based numerical method | |||
Property / zbMATH Keywords: probability-based numerical method / rank | |||
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generalized exponential technique | |||
Property / zbMATH Keywords: generalized exponential technique / rank | |||
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numerical example | |||
Property / zbMATH Keywords: numerical example / rank | |||
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fracture of materials | |||
Property / zbMATH Keywords: fracture of materials / rank | |||
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cracks on solids | |||
Property / zbMATH Keywords: cracks on solids / rank | |||
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Brownian motion | |||
Property / zbMATH Keywords: Brownian motion / rank | |||
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Itô's stochastic integral | |||
Property / zbMATH Keywords: Itô's stochastic integral / rank | |||
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stochastic integral equation | |||
Property / zbMATH Keywords: stochastic integral equation / rank | |||
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diffusion-advection equation | |||
Property / zbMATH Keywords: diffusion-advection equation / rank | |||
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finite difference method | |||
Property / zbMATH Keywords: finite difference method / rank | |||
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boundedness | |||
Property / zbMATH Keywords: boundedness / rank | |||
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monotonicity | |||
Property / zbMATH Keywords: monotonicity / rank | |||
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Property / author | |||
Property / author: Jorge Eduardo Macías-Díaz / rank | |||
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Property / author | |||
Property / author: José Villa Morales / rank | |||
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Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
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Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1016/j.cam.2016.11.025 / rank | |||
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Property / OpenAlex ID | |||
Property / OpenAlex ID: W2555166767 / rank | |||
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Property / cites work | |||
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links / mardi / name | links / mardi / name | ||
Latest revision as of 10:34, 13 July 2024
scientific article
Language | Label | Description | Also known as |
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English | A deterministic model for the distribution of the stopping time in a stochastic equation and its numerical solution |
scientific article |
Statements
A deterministic model for the distribution of the stopping time in a stochastic equation and its numerical solution (English)
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9 February 2017
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stochastic differential equations
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nonlinear partial differential equations
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Paris' equation
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probability distribution of hitting time
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probability-based numerical method
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generalized exponential technique
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numerical example
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fracture of materials
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cracks on solids
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Brownian motion
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Itô's stochastic integral
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stochastic integral equation
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diffusion-advection equation
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finite difference method
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boundedness
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monotonicity
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