Analysis and numerical approximation of a class of two-way diffusions

DOI10.3934/CPAA.2003.2.91MaRDI QIDQ1409264zbMATH OpenOpenAlexFDO

Authors Gang Wei, Peter Clifford

Publication date 12 October 2003

Published in Communications on Pure and Applied Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3934/cpaa.2003.2.91

zbMATH Keywords

integral equationspartial differential equationsforward-backward diffusionstwo-way diffusions

Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Diffusion processes (60J60) Brownian motion (60J65) Integral equations of the convolution type (Abel, Picard, Toeplitz and Wiener-Hopf type) (45E10)

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Cited in

(4)

• Probability representations of a class of two-way diffusions
• Non-classical diffusion equations related to birth-death processes with two boundaries
• Constructing solutions to two-way diffusion problems
• Diffusive limit of a two-dimensional well-balanced scheme for the free Klein-Kramers equation

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