Stochastic simulation of the gradient process in semi-discrete approximations of diffusion problems

zbMATH Open1249.65006MaRDI QIDQ2884201FDOQ2884201

Authors: Flavius Guiaş 

Publication date: 24 May 2012

Published in: Studia Universitatis Babeș-Bolyai. Mathematica (Search for Journal in Brave)

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zbMATH Keywords

convergencediffusion equationstochastic simulationdiffusion-velocity methodgradient process

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Heat equation (35K05) PDEs with randomness, stochastic partial differential equations (35R60) Numerical solutions to stochastic differential and integral equations (65C30) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12)

Cited In (3)

• Grid-free simulation of diffusion using random wall methods
• Direct simulation of the infinitesimal dynamics of semi-discrete approximations for convection-diffusion-reaction problems
• Simulating diffusions with piecewise constant coefficients using a kinetic approximation

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