A deterministic model for the distribution of the stopping time in a stochastic equation and its numerical solution (Q507856)
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scientific article; zbMATH DE number 6682618
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| English | A deterministic model for the distribution of the stopping time in a stochastic equation and its numerical solution |
scientific article; zbMATH DE number 6682618 |
Statements
A deterministic model for the distribution of the stopping time in a stochastic equation and its numerical solution (English)
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9 February 2017
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stochastic differential equations
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nonlinear partial differential equations
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Paris' equation
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probability distribution of hitting time
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probability-based numerical method
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generalized exponential technique
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numerical example
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fracture of materials
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cracks on solids
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Brownian motion
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Itô's stochastic integral
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stochastic integral equation
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diffusion-advection equation
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finite difference method
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boundedness
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monotonicity
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0.881290078163147
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0.8744184970855713
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0.7132326364517212
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0.6953439116477966
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