A structure-preserving numerical discretization of reversible diffusions
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Publication:389522
DOI10.4310/CMS.2011.v9.n4.a6zbMath1284.60153OpenAlexW2093972288MaRDI QIDQ389522
Philipp Metzner, Carsten Hartmann, Juan C. Latorre, Christof Schütte
Publication date: 21 January 2014
Published in: Communications in Mathematical Sciences (Search for Journal in Brave)
Full work available at URL: http://intlpress.com/site/pub/pages/journals/items/cms/content/vols/0009/0004/a006/index.html
Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Continuous-time Markov processes on discrete state spaces (60J27) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Finite volume methods for boundary value problems involving PDEs (65N08)
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