Numerical simulation for degenerate diffusions
DOI10.1016/0168-9274(90)90029-FzbMATH Open0712.65106MaRDI QIDQ749175FDOQ749175
Authors: Renato Spigler
Publication date: 1990
Published in: Applied Numerical Mathematics (Search for Journal in Brave)
Recommendations
Crank-Nicolson schemefinite difference schemesbox schemehyperbolic system with outgoing flowsingular degenerate parabolic equationsstochastic diffusion processeswave propagation in random media
Probabilistic methods, stochastic differential equations (65C99) Diffusion processes (60J60) Degenerate parabolic equations (35K65) Finite difference methods for boundary value problems involving PDEs (65N06) PDEs of mixed type (35M10) Applications to the sciences (65Z05)
Cites Work
- Two singular diffusion problems
- Title not available (Why is that?)
- Title not available (Why is that?)
- The parabolic differential equations and the associated semigroups of transformation
- Wave Propagation in a One-Dimensional Random Medium
- Nonlinear parametric oscillations in certain stochastic systems: A random van der Pol oscillator
- A Stochastic Model for Nonlinear Oscillations of Duffing Type
- Numerical treatment of a boundary-value problem for a certain singular parabolic partial differential equation
- Mean power reflection from a one-dimensional nonlinear random medium
- Backward and degenerate parabolic equations
Cited In (1)
This page was built for publication: Numerical simulation for degenerate diffusions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q749175)