Grid-free simulation of convection-diffusion

MaRDI QIDQ4934382zbMATH OpenFDO

Authors Christian Lécot, Abdoul Koudiraty

Publication date 17 January 2000

zbMATH Keywords

convection-diffusion equationsconvergencenumerical examplespartial numerical methodpseudorandom and quasirandom sequencesquasi-Monte Carlo approximation

Mathematics Subject Classification ID

Initial value problems for second-order parabolic equations (35K15) Diffusion processes (60J60) Monte Carlo methods (65C05) Stochastic particle methods (65C35) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12)

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(4)

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• Particle-method solution of two-dimensional convection-diffusion equations
• A quasi-random walk method for one-dimensional reaction-diffusion equations
• Particle approximation of convection-diffusion equations

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