A deterministic model for the distribution of the stopping time in a stochastic equation and its numerical solution (Q507856)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A deterministic model for the distribution of the stopping time in a stochastic equation and its numerical solution |
scientific article |
Statements
A deterministic model for the distribution of the stopping time in a stochastic equation and its numerical solution (English)
0 references
9 February 2017
0 references
stochastic differential equations
0 references
nonlinear partial differential equations
0 references
Paris' equation
0 references
probability distribution of hitting time
0 references
probability-based numerical method
0 references
generalized exponential technique
0 references
numerical example
0 references
fracture of materials
0 references
cracks on solids
0 references
Brownian motion
0 references
Itô's stochastic integral
0 references
stochastic integral equation
0 references
diffusion-advection equation
0 references
finite difference method
0 references
boundedness
0 references
monotonicity
0 references
