Algorithm refinement for stochastic partial differential equations. I: Linear diffusion.

DOI10.1006/jcph.2002.7149zbMath1090.65510OpenAlexW2152286248MaRDI QIDQ1868546

Alejandro L. Garcia, Francis J. Alexander, Daniel M. Tartakovsky

Publication date: 28 April 2003

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jcph.2002.7149

Mathematics Subject Classification ID

Time-dependent statistical mechanics (dynamic and nonequilibrium) (82C99) Numerical solutions to stochastic differential and integral equations (65C30)

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