An Euler-Maruyama method for diffusion equations with discontinuous coefficients and a family of interface conditions (Q2292021): Difference between revisions

@@ Property / author @@
-Son Luu Nguyen
@@ Property / author: Son Luu Nguyen / rank @@
-Normal rank
@@ Property / author @@
+Son Luu Nguyen
@@ Property / author: Son Luu Nguyen / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+IIMPACK
@@ Property / describes a project that uses: IIMPACK / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.cam.2019.112545
+Normal rank
@@ Property / OpenAlex ID @@
+W2982235783
@@ Property / OpenAlex ID: W2982235783 / rank @@
+Normal rank
@@ Property / cites work @@
+Spatial Ecology via Reaction‐Diffusion Equations
+Normal rank
@@ Property / cites work @@
+RANDOM DISPERSAL IN THEORETICAL POPULATIONS
@@ Property / cites work: RANDOM DISPERSAL IN THEORETICAL POPULATIONS / rank @@
+Normal rank
@@ Property / cites work @@
+The Effect of Dispersal Patterns on Stream Populations
+Normal rank
@@ Property / cites work @@
+Effects of heterogeneity on spread and persistence in rivers
+Normal rank
@@ Property / cites work @@
+Advection-dispersion across interfaces
@@ Property / cites work: Advection-dispersion across interfaces / rank @@
+Normal rank
@@ Property / cites work @@
+Occupation and local times for skew Brownian motion with applications to dispersion across an interface
+Normal rank
@@ Property / cites work @@
+Q3236913
@@ Property / cites work: Q3236913 / rank @@
+Normal rank
@@ Property / cites work @@
+Brownian motions on a half line
@@ Property / cites work: Brownian motions on a half line / rank @@
+Normal rank
@@ Property / cites work @@
+On skew Brownian motion
@@ Property / cites work: On skew Brownian motion / rank @@
+Normal rank
@@ Property / cites work @@
+Diffusion models for population dynamics incorporating individual behavior at boundaries: Applications to refuge design
+Normal rank
@@ Property / cites work @@
+Continuity of Local Time: An Applied Perspective
@@ Property / cites work: Continuity of Local Time: An Applied Perspective / rank @@
+Normal rank
@@ Property / cites work @@
+Q4856695
@@ Property / cites work: Q4856695 / rank @@
+Normal rank
@@ Property / cites work @@
+Higher-order implicit strong numerical schemes for stochastic differential equations
+Normal rank
@@ Property / cites work @@
+On random walk simulation of one-dimensional diffusion processes with discontinuous coeffi\-cients
+Normal rank
@@ Property / cites work @@
+Simulation of a stochastic process in a discontinuous layered medium
+Normal rank
@@ Property / cites work @@
+A scheme for simulating one-dimensional diffusion processes with discontinuous coefficients
+Normal rank
@@ Property / cites work @@
+Discretization of one-dimensional stochastic differential equations whose generators are divergence form with a discontinuous coefficient
+Normal rank
@@ Property / cites work @@
+One-dimensional parabolic diffraction equations: pointwise estimates and discretization of related stochastic differential equations with weighted local times
+Normal rank
@@ Property / cites work @@
+Exact simulation of one-dimensional stochastic differential equations involving the local time at zero of the unknown process
+Normal rank
@@ Property / cites work @@
+Simulating diffusion processes in discontinuous media: a numerical scheme with constant time steps
+Normal rank
@@ Property / cites work @@
+Simulating diffusion processes in discontinuous media: benchmark tests
+Normal rank
@@ Property / cites work @@
+Weak rate of convergence of the Euler-Maruyama scheme for stochastic differential equations with non-regular drift
+Normal rank
@@ Property / cites work @@
+The Euler scheme with irregular coefficients
@@ Property / cites work: The Euler scheme with irregular coefficients / rank @@
+Normal rank
@@ Property / cites work @@
+Strong convergence for the Euler-Maruyama approximation of stochastic differential equations with discontinuous coefficients
+Normal rank
@@ Property / cites work @@
+Minimal asymptotic error for one-point approximation of SDEs with time-irregular coefficients
+Normal rank
@@ Property / cites work @@
+An Algorithmic Introduction to Numerical Simulation of Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+Skew disperson and continuity of local time
@@ Property / cites work: Skew disperson and continuity of local time / rank @@
+Normal rank
@@ Property / cites work @@
+Q3344924
@@ Property / cites work: Q3344924 / rank @@
+Normal rank
@@ Property / cites work @@
+On mean numbers of passage times in small balls of discretized Itô processes
+Normal rank
@@ Property / cites work @@
+The Immersed Interface Method
@@ Property / cites work: The Immersed Interface Method / rank @@
+Normal rank
@@ Property / Wikidata QID @@
+Q126984594
@@ Property / Wikidata QID: Q126984594 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2292021