Random difference scheme for diffusion advection model
DOI10.1186/S13662-019-2005-8zbMATH Open1458.65113OpenAlexW2917783862WikidataQ128490892 ScholiaQ128490892MaRDI QIDQ1720182FDOQ1720182
Authors: Xianqiang Yang 
Publication date: 12 February 2019
Published in: Advances in Difference Equations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1186/s13662-019-2005-8
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Cites Work
- Stochastic differential equations. An introduction with applications.
- Higher-order implicit strong numerical schemes for stochastic differential equations
- Mean Square Numerical Methods for Initial Value Random Differential Equations
- A class of artificial boundary conditions for heat equation in unbounded domains
- Convergence of difference scheme for heat equation in unbounded domains using artificial boundary conditions
- Mean square convergent three and five points finite difference scheme for stochastic parabolic partial differential equations
- Mean square convergent three points finite difference scheme for random partial differential equations
Cited In (5)
- Ensemble time-stepping algorithm for the convection-diffusion equation with random diffusivity
- Constructing approximate diffusion processes with uncertain data
- Equation-Free, Multiscale Computation for Unsteady Random Diffusion
- Semi-analytic treatment of mixed hyperbolic-elliptic Cauchy problem modeling three-phase flow in porous media
- Application of an indicator random process for modeling open stochastic systems
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