An accurate treatment of diffuse reflection boundary conditions for a stochastic particle Fokker-Planck algorithm with large time steps (Q1618848)

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An accurate treatment of diffuse reflection boundary conditions for a stochastic particle Fokker-Planck algorithm with large time steps
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    An accurate treatment of diffuse reflection boundary conditions for a stochastic particle Fokker-Planck algorithm with large time steps (English)
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    13 November 2018
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    rarified gas flows
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    Fokker-Planck equation
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    Langevin simulation
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    boundary conditions
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    stochastic differential equations
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    first hitting time
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