Euler schemes and half-space approximation for the simulation of diffusion in a domain (Q4534853)

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scientific article; zbMATH DE number 1754235
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Euler schemes and half-space approximation for the simulation of diffusion in a domain
scientific article; zbMATH DE number 1754235

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    Euler schemes and half-space approximation for the simulation of diffusion in a domain (English)
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    11 June 2002
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    killed diffusion
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    reflected diffusion
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    discretization schemes
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    rates of convergence
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    weak approximation
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    boundary value problems for parabolic partial differential equations
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