An exponential timestepping algorithm for diffusion with discontinuous coefficients
type: Item
instance of: scholarly article
title: An exponential timestepping algorithm for diffusion with discontinuous coefficients
zbMATH Open document ID: 1452.65008
author: Antoine Lejay
author: Lionel Lenôtre
author: G. Pichot
published in: Journal of Computational Physics
publication date: 2021-01-27T00:00:00Z
full work available at URL: simulation exponential time step.pdf
Mathematics Subject Classification ID: 65C05
zbMATH DE Number: 7302130
zbMATH Keywords: Monte Carlo method
zbMATH Keywords: skew diffusions
zbMATH Keywords: resolvent kernel
zbMATH Keywords: diffusion processes with discontinuous coefficients
MaRDI profile type: MaRDI publication profile
OpenAlex ID: W2898748633
Wikidata QID: Q115571392
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DOI: 10.1016/J.JCP.2019.07.013
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description: scientific article; zbMATH DE number 7302130