Derivation of SPDEs for correlated random walk transport models in one and two dimensions
DOI10.1080/07362994.2012.649634zbMATH Open1246.82089OpenAlexW2092550564MaRDI QIDQ2905352FDOQ2905352
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
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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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Cited In (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
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- 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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