Generalized local and nonlocal master equations for some stochastic processes

DOI10.1016/j.camwa.2015.09.030zbMath1443.60052OpenAlexW2175243573MaRDI QIDQ2007291

Qiang Du, Jiakou Wang, Yanxiang Zhao, Yan-ping Ma

Publication date: 12 October 2020

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.camwa.2015.09.030

zbMATH Keywords

conservation lawSmoluchowski equationnonlocal diffusionfractional diffusionnonlocal fluxstochastic coagulation

Mathematics Subject Classification ID

General theory of stochastic processes (60G07) Stochastic processes (60G99) Transition functions, generators and resolvents (60J35)

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A discontinuous Galerkin method for one-dimensional time-dependent nonlocal diffusion problems ⋮ HJB and Fokker-Planck equations for river environmental management based on stochastic impulse control with discrete and random observation ⋮ Convergence analysis of volume preserving scheme for mass based coalescence equation

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