Analysis of the Two-Regime Method on Square Meshes
DOI10.1137/130915844zbMath1352.60118arXiv1304.5487OpenAlexW2007134412MaRDI QIDQ2878969
Likun Zheng, Mark B. Flegg, Radek Erban, S. Jonathan Chapman
Publication date: 5 September 2014
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1304.5487
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Biochemistry, molecular biology (92C40) Diffusion processes (60J60) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Chemical kinetics in thermodynamics and heat transfer (80A30) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)
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