Monte-Carlo methods for the transport and diffusion equations

zbMath0886.65124MaRDI QIDQ1374478

Rémi Sentis, Bernard Lapeyre, Etienne Pardoux

Publication date: 10 December 1997

Published in: Mathématiques \& Applications (Berlin) (Search for Journal in Brave)

zbMATH Keywords

textbookBoltzmann equationMonte Carlo methodstransport equationdiffusion equations

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Monte Carlo methods (65C05) Stochastic analysis applied to problems in fluid mechanics (76M35) Rarefied gas flows, Boltzmann equation in fluid mechanics (76P05) Diffusion processes (60J60) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Transport processes in time-dependent statistical mechanics (82C70) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to numerical analysis (65-01) Numerical methods for partial differential equations, initial value and time-dependent initial-boundary value problems (65Mxx)

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