Simulating diffusions with piecewise constant coefficients using a kinetic approximation
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Publication:658805
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Cited in
(12)- Stochastic finite differences for elliptic diffusion equations in stratified domains
- Simulating a diffusion on a graph. Application to reservoir engineering
- Simulation of diffusions with boundary conditions
- Simulation of a stochastic process in a discontinuous layered medium
- Correlated pseudo-marginal schemes for time-discretised stochastic kinetic models
- Rapid simulation of the time-dependent diffusion coefficient in complex materials
- Stochastic diffusion processes on Cartesian meshes
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- Probabilistic interpretation and random walk on spheres algorithms for the Poisson-Boltzmann equation in molecular dynamics
- Probabilistic domain decomposition for the solution of the two-dimensional magnetotelluric problem
- A partially reflecting random walk on spheres algorithm for electrical impedance tomography
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