Diffusions and waves

DOI10.1006/JMAA.1993.1135MaRDI QIDQ2367809zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 15 August 1993

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1006/jmaa.1993.1135

zbMATH Keywords

Monte Carlo simulationpath integral representationtransmutation operatorLaplace transform in timereduction of scalar wave equationwaves propagating in heterogeneous media

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Integral representations of solutions to PDEs (35C15) Transform methods (e.g., integral transforms) applied to PDEs (35A22) Second-order elliptic equations (35J15)

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Cited in

(7)

• Diffusion wavelets
• Random Walk, Diffusion and Wave Equation
• From heat equations to wave equations: More on transmutation operators
• Hitting spheres with Brownian motion revisited
• Diffusion process produced by random internal waves
• Derivation and application of extended parabolic wave theories. II. Path integral representations
• Stochastic diffusion-convection boundary value problems

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