Stochastic difference equations and a stochastic partial differential equation for neutron transport

DOI10.1080/10236198.2010.488229zbMath1248.65004OpenAlexW2109833480WikidataQ115296091 ScholiaQ115296091MaRDI QIDQ2902282

Edward J. Allen

Publication date: 17 August 2012

Published in: Journal of Difference Equations and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10236198.2010.488229

zbMATH Keywords

numerical examplesMonte Carlo methodBoltzmann equationstochastic partial differential equationstochastic difference equationsneutron transport equationItô system

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Nuclear reactor theory; neutron transport (82D75) Boltzmann equations (35Q20) Stochastic difference equations (39A50)

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