Simulating diffusion processes in discontinuous media: a numerical scheme with constant time steps (Q2446752): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simulating diffusion processes in discontinuous media: a numerical scheme with constant time steps |
scientific article |
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Simulating diffusion processes in discontinuous media: a numerical scheme with constant time steps (English)
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22 April 2014
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divergence form operators
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stochastic differential equation
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skew Brownian motion
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Monte Carlo simulation
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Euler scheme
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geophysics
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diffusive media with interfaces
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