scientific article; zbMATH DE number 1163495
algorithmsBrownian motiondiscretization schemesinstabilitiesstochastic differential equationssurface growthsystematic errors
Ordinary differential equations and systems with randomness (34F05) PDEs with randomness, stochastic partial differential equations (35R60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Brownian motion (60J65) Probabilistic methods, stochastic differential equations (65C99) Numerical methods for initial value problems involving ordinary differential equations (65L05) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06)
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