Diffusions and waves

DOI10.1006/JMAA.1993.1135zbMATH Open0790.35004OpenAlexW4212844390MaRDI QIDQ2367809FDOQ2367809

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

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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)

Cited In (7)

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

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