A Deterministic Approximation of Diffusion Equations Using Particles

DOI10.1137/0911018zbMath0713.65090OpenAlexW1992957154MaRDI QIDQ3198849

Publication date: 1990

Published in: SIAM Journal on Scientific and Statistical Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0911018

zbMATH Keywords

heat equation convection-diffusion problems particle method Fokker- Planck model kinetic theory of plasma physics

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) PDEs in connection with fluid mechanics (35Q35) Diffusion (76R50) Statistical mechanics of plasmas (82D10) Applications to the sciences (65Z05) Initial value problems for second-order parabolic equations (35K15) Ionized gas flow in electromagnetic fields; plasmic flow (76X05)

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