Multidimensional Exponential Timestepping with Boundary Test (Q5470342): Difference between revisions

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scientific article; zbMATH DE number 5029115
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English
Multidimensional Exponential Timestepping with Boundary Test
scientific article; zbMATH DE number 5029115

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    Multidimensional Exponential Timestepping with Boundary Test (English)
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    30 May 2006
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    stochastic calculus
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    numerical methods
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    multidimensional diffusion
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    exit time
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    curved boundaries
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