Numerical solution of stochastic differential equations in the sense of Stratonovich in an amorphization crystal lattice model

DOI10.1016/j.apnum.2014.05.006zbMath1326.82024OpenAlexW2018341615WikidataQ112880231 ScholiaQ112880231MaRDI QIDQ2343590

G. I. Zmievskaya, A. L. Bondareva, Tatiana A. Averina

Publication date: 6 May 2015

Published in: Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apnum.2014.05.006

zbMATH Keywords

numerical methodsstochastic differential equationskinetic theoryKolmogorov equationsilicon carbideblisterfluctuation instabilitylayers structures

Mathematics Subject Classification ID

Related Items (3)

Statistical analysis of diffusion systems with invariants ⋮ An iterative algorithm for solving two dimensional nonlinear stochastic integral equations: a combined successive approximations method with bilinear spline interpolation ⋮ Computational scheme for solving nonlinear fractional stochastic differential equations with delay

Cites Work

• Evaluation of conditional Wiener integrals by numerical integration of stochastic differential equations
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• On probabilistic fatigue models for composite materials
• Parallel realization of statistical simulation and random number generators
• Some Estimates in the Theory of Stochastic Integrals
• Equation of State Calculations by Fast Computing Machines
• Stochastic integral
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