First-passage time statistics on surfaces of general shape: surface PDE solvers using generalized moving least squares (GMLS)
DOI10.1016/j.jcp.2021.110932OpenAlexW3128975294WikidataQ114163374 ScholiaQ114163374MaRDI QIDQ2135252
B. J. Gross, Paul J. Atzberger, Paul Allen Kuberry
Publication date: 4 May 2022
Published in: Journal of Computational Physics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2102.02421
meshless methodsfirst passage time statisticssurface PDEsgeneralized moving least squares (GMLS)path-dependent statisticsstochastic processes on surfaces
Numerical methods for partial differential equations, initial value and time-dependent initial-boundary value problems (65Mxx) Numerical methods for partial differential equations, boundary value problems (65Nxx) Parabolic equations and parabolic systems (35Kxx)
Uses Software
Cites Work
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