scientific article; zbMATH DE number 1507354

MaRDI QIDQ4504084zbMATH OpenFDO

Authors Mircea D. Grigoriu

Publication date 26 April 2001

zbMATH Keywords

beam in bendingboundary value problemsBrownian motionsdiffusion processesheat equationItô formulaNeumann boundary conditionsnumerical examplestransport equation

Mathematics Subject Classification ID

Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05) Boundary value problems for second-order elliptic equations (35J25) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Diffusion processes (60J60) Brownian motion (60J65) Numerical solutions to stochastic differential and integral equations (65C30) Rods (beams, columns, shafts, arches, rings, etc.) (74K10)

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(2)

• Local solution for a class of mixed boundary value problems
• Sticky Brownian motions and a probabilistic solution to a two-point boundary value problem

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