Numerical solution of stochastic differential equations in the sense of Stratonovich in an amorphization crystal lattice model

DOI10.1016/j.apnum.2014.05.006zbMath1326.82024WikidataQ112880231 ScholiaQ112880231MaRDI QIDQ2343590

G. I. Zmievskaya, A. L. Bondareva, Tatiana A. Averina

Publication date: 6 May 2015

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

Full work available at URL: https://doi.org/10.1016/j.apnum.2014.05.006

zbMATH Keywords

numerical methods; stochastic differential equations; kinetic theory; Kolmogorov equation; silicon carbide; blister; fluctuation instability; layers structures

Mathematics Subject Classification ID

82D25: Statistical mechanics of crystals

60H30: Applications of stochastic analysis (to PDEs, etc.)

60H35: Computational methods for stochastic equations (aspects of stochastic analysis)

65C30: Numerical solutions to stochastic differential and integral equations

Related Items

Computational scheme for solving nonlinear fractional stochastic differential equations with delay, Statistical analysis of diffusion systems with invariants, An iterative algorithm for solving two dimensional nonlinear stochastic integral equations: a combined successive approximations method with bilinear spline interpolation

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