Simulating diffusion processes in discontinuous media: a numerical scheme with constant time steps (Q2446752)
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scientific article; zbMATH DE number 6287021
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| English | Simulating diffusion processes in discontinuous media: a numerical scheme with constant time steps |
scientific article; zbMATH DE number 6287021 |
Statements
Simulating diffusion processes in discontinuous media: a numerical scheme with constant time steps (English)
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22 April 2014
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divergence form operators
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stochastic differential equation
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skew Brownian motion
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Monte Carlo simulation
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Euler scheme
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geophysics
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diffusive media with interfaces
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0.8408771753311157
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0.837125837802887
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0.8360601663589478
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0.8010796904563904
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