An Euler-Maruyama method for diffusion equations with discontinuous coefficients and a family of interface conditions (Q2292021): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1016/j.cam.2019.112545 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2982235783 / rank | |||
Normal rank |
Revision as of 02:32, 20 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | An Euler-Maruyama method for diffusion equations with discontinuous coefficients and a family of interface conditions |
scientific article |
Statements
An Euler-Maruyama method for diffusion equations with discontinuous coefficients and a family of interface conditions (English)
0 references
31 January 2020
0 references
divergence form operators
0 references
discontinuous diffusion coefficients
0 references
interface conditions
0 references
stochastic differential equations
0 references
Euler-Maruyama method
0 references