A Generalized Taylor–Aris Formula and Skew Diffusion

DOI10.1137/050642770zbMath1122.60072OpenAlexW2021684797MaRDI QIDQ5757467

Jorge M. Ramirez, Roy Haggerty, Brian D. Wood, Enrique A. Thomann, Edward C. Waymire

Publication date: 7 September 2007

Published in: Multiscale Modeling & Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/050642770

zbMATH Keywords

heterogeneous mediadispersionskew Brownian motioneffective dispersion

Mathematics Subject Classification ID

Hydrology, hydrography, oceanography (86A05) Markov semigroups and applications to diffusion processes (47D07) PDEs with low regular coefficients and/or low regular data (35R05) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

Related Items (16)

On first hitting times for skew CIR processes ⋮ On some properties of reflected skew Brownian motions and applications to dispersion in heterogeneous media ⋮ First Passage Time of Skew Brownian Motion ⋮ Simulating diffusion processes in discontinuous media: benchmark tests ⋮ Asymptotic analysis of the steady advection-diffusion problem in axial domains ⋮ Occupation and local times for skew Brownian motion with applications to dispersion across an interface ⋮ Simulating diffusion processes in discontinuous media: a numerical scheme with constant time steps ⋮ Simulating diffusions with piecewise constant coefficients using a kinetic approximation ⋮ Population persistence under advection-diffusion in river networks ⋮ Is a Brownian Motion Skew? ⋮ A Donsker theorem to simulate one-dimensional processes with measurable coefficients ⋮ Advection-dispersion across interfaces ⋮ Skew disperson and continuity of local time ⋮ On some properties of sticky Brownian motion ⋮ Multi-skewed Brownian motion and diffusion in layered media ⋮ Skew CIR process, conditional characteristic function, moments and bond pricing

This page was built for publication: A Generalized Taylor–Aris Formula and Skew Diffusion