Derivation of SPDEs for Correlated Random Walk Transport Models in One and Two Dimensions

DOI10.1080/07362994.2012.649634zbMath1246.82089MaRDI QIDQ2905352

Ummugul Bulut, Edward J. Allen

Publication date: 27 August 2012

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362994.2012.649634

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

82C70: Transport processes in time-dependent statistical mechanics

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

65C30: Numerical solutions to stochastic differential and integral equations

82C41: Dynamics of random walks, random surfaces, lattice animals, etc. in time-dependent statistical mechanics

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