An Euler-Maruyama method for diffusion equations with discontinuous coefficients and a family of interface conditions (Q2292021)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An Euler-Maruyama method for diffusion equations with discontinuous coefficients and a family of interface conditions |
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An Euler-Maruyama method for diffusion equations with discontinuous coefficients and a family of interface conditions (English)
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31 January 2020
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divergence form operators
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discontinuous diffusion coefficients
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interface conditions
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stochastic differential equations
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Euler-Maruyama method
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