Analysis and Design of Jump Coefficients in Discrete Stochastic Diffusion Models
DOI10.1137/15M101110XzbMath1330.65017arXiv1503.01653WikidataQ42209197 ScholiaQ42209197MaRDI QIDQ3460274
Lina Meinecke, Stefan Engblom, Andreas Hellander, Per Loetstedt
Publication date: 7 January 2016
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1503.01653
algorithmdiffusionfinite element methoderror boundunstructured meshnumerical experimentstochastic simulationreaction-diffusion kineticscontinuous time, discrete space Markov process
Numerical analysis or methods applied to Markov chains (65C40) Diffusion processes (60J60) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
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