Euler schemes and half-space approximation for the simulation of diffusion in a domain (Q4534853)
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scientific article; zbMATH DE number 1754235
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English | Euler schemes and half-space approximation for the simulation of diffusion in a domain |
scientific article; zbMATH DE number 1754235 |
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Euler schemes and half-space approximation for the simulation of diffusion in a domain (English)
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11 June 2002
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killed diffusion
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reflected diffusion
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discretization schemes
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rates of convergence
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weak approximation
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boundary value problems for parabolic partial differential equations
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