Derivation of SPDEs for correlated random walk transport models in one and two dimensions

DOI10.1080/07362994.2012.649634MaRDI QIDQ2905352zbMATH OpenOpenAlexFDO

Authors 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

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical solutions to stochastic differential and integral equations (65C30) Dynamics of random walks, random surfaces, lattice animals, etc. in time-dependent statistical mechanics (82C41) Transport processes in time-dependent statistical mechanics (82C70)

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Cites work

• scientific article; zbMATH DE number 5836214 (Why is no real title available?)
• scientific article; zbMATH DE number 54145 (Why is no real title available?)
• An introduction to continuous-time stochastic processes. Theory, models, and applications to finance, biology, and medicine.
• Biased random walk models for chemotaxis and related diffusion approximations
• Construction of Equivalent Stochastic Differential Equation Models
• Derivation of Stochastic Partial Differential Equations
• Derivation of stochastic partial differential equations for size- and age-structured populations
• Finite element and difference approximation of some linear stochastic partial differential equations
• Modeling with Itô Stochastic Differential Equations
• Numerical solution of SDE through computer experiments. Including floppy disk
• Stochastic Partial Differential Equations and Applications - VII
• The vibrating string forced by white noise

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(8)

• Correlated random walks, hyperbolic systems and Fokker-Planck equations
• Correlated random walks inside a cell: actin branching and microtubule dynamics
• Derivation of Stochastic Partial Differential Equations
• scientific article; zbMATH DE number 5592552 (Why is no real title available?)
• Telegraph equation in random walk problem
• Correlated random walks in heterogeneous landscapes: derivation, homogenization, and invasion fronts
• Transport equation evaluation of coupled continuous time random walks
• A correlated random walk model for two-dimensional diffusion

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