First-passage time statistics on surfaces of general shape: surface PDE solvers using generalized moving least squares (GMLS)

DOI10.1016/J.JCP.2021.110932MaRDI QIDQ2135252zbMATH OpenOpenAlexWikidataFDO

Authors B. J. Gross, Paul Kuberry, Paul J. Atzberger

Publication date 4 May 2022

Published in Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2102.02421

zbMATH Keywords

meshless methodsfirst passage time statisticssurface PDEsgeneralized moving least squares (GMLS)path-dependent statisticsstochastic processes on surfaces

Mathematics Subject Classification ID

Numerical methods for partial differential equations, boundary value problems (65Nxx) Parabolic equations and parabolic systems (35Kxx) Numerical methods for partial differential equations, initial value and time-dependent initial-boundary value problems (65Mxx)

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Cited in

(1)

• First-Passage Time Statistics on Surfaces of General Shape: Surface PDE Solvers using Generalized Moving Least Squares (GMLS)

Describes a project that uses

Uses Software

• Compadre
• MueLu
• Amesos2
• DistMesh
• Belos
• Trilinos
• SymPy

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