Simulating diffusions with piecewise constant coefficients using a kinetic approximation
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Publication:658805
DOI10.1016/J.CMA.2010.03.002zbMATH Open1231.76241OpenAlexW2000642675MaRDI QIDQ658805FDOQ658805
Authors: Antoine Lejay, Sylvain Maire 
Publication date: 8 February 2012
Published in: Computer Methods in Applied Mechanics and Engineering (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cma.2010.03.002
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Monte Carlo methoddiscontinuous mediastochastic processdivergence-form operatorkinetic approximation
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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
- Title not available (Why is that?)
- 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
- Title not available (Why is that?)
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