Multidimensional Exponential Timestepping with Boundary Test (Q5470342)
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scientific article; zbMATH DE number 5029115
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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