Nonlocal convection-diffusion problems on bounded domains and finite-range jump processes

DOI10.1515/CMAM-2017-0029zbMath1436.35307OpenAlexW2752130168MaRDI QIDQ2302897

Qiang Du, Marta D'Elia, Max D. Gunzburger, Richard B. Lehoucq

Publication date: 26 February 2020

Published in: Computational Methods in Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://www.osti.gov/biblio/1469622

zbMATH Keywords

Lévy processesMarkov processesmaster equationnonlocal diffusionnonlocal operatorsnonlocal vector calculusvariational forms

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Asymptotic behavior of solutions to PDEs (35B40) Integro-partial differential equations (45K05) Variational methods applied to PDEs (35A15) Hyperbolic conservation laws (35L65) Diffusion processes (60J60) Nonlocal and multipoint boundary value problems for ordinary differential equations (34B10) Linear integral equations (45A05) Integro-partial differential equations (35R09)

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