Numerical simulation for degenerate diffusions

DOI10.1016/0168-9274(90)90029-FMaRDI QIDQ749175zbMATH OpenFDO

Authors Renato Spigler

Publication date 1990

Published in Applied Numerical Mathematics (Search for Journal in Brave)

zbMATH Keywords

Crank-Nicolson schemefinite difference schemesbox schemehyperbolic system with outgoing flowsingular degenerate parabolic equationsstochastic diffusion processeswave propagation in random media

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Diffusion processes (60J60) Degenerate parabolic equations (35K65) Finite difference methods for boundary value problems involving PDEs (65N06) PDEs of mixed type (35M10) Applications to the sciences (65Z05)

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Cites work

• scientific article; zbMATH DE number 3273551 (Why is no real title available?)
• scientific article; zbMATH DE number 3059214 (Why is no real title available?)
• A Stochastic Model for Nonlinear Oscillations of Duffing Type
• Backward and degenerate parabolic equations
• Mean power reflection from a one-dimensional nonlinear random medium
• Nonlinear parametric oscillations in certain stochastic systems: A random van der Pol oscillator
• Numerical treatment of a boundary-value problem for a certain singular parabolic partial differential equation
• The parabolic differential equations and the associated semigroups of transformation
• Two singular diffusion problems
• Wave Propagation in a One-Dimensional Random Medium

Cited in

(1)

• On Four Numerical Schemes for a Unipolar Degenerate Drift-Diffusion Model

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