Stochastic simulation of diffusion filtering

DOI10.18500/1816-9791-2016-16-1-5-12MaRDI QIDQ2825958zbMATH OpenOpenAlexFDO

Authors Robert Vladimirovich Arutyunyan

Publication date 14 October 2016

Published in Izvestiya Saratovskogo Universiteta. Novaya Seriya. Seriya Matematika, Mekhanika, Informatika (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.18500/1816-9791-2016-16-1-5-12

zbMATH Keywords

diffusionexistencefiltrationkineticsnumerical methodstochastic equationuniqueness

Mathematics Subject Classification ID

Stochastic analysis applied to problems in fluid mechanics (76M35) Asymptotic methods, singular perturbations applied to problems in fluid mechanics (76M45) Flows in porous media; filtration; seepage (76S05)

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(4)

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• Stochastic simulation of the gradient process in semi-discrete approximations of diffusion problems
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• Autocorrelation-Driven Diffusion Filtering

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