Solution of the Pontriagin-Vitt equation for the moments of time to first passage of the randomly accelerated particle by the finite element method

DOI10.1002/NME.1620150913zbMath0465.76082OpenAlexW2041782389MaRDI QIDQ3917799

Juan C. Heinrich, Lawrence A. Bergman

Publication date: 1980

Published in: International Journal for Numerical Methods in Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/nme.1620150913

zbMATH Keywords

Pontrjagin-Vitt equationrandomly accelerated particle

Mathematics Subject Classification ID

Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Diffusion and convection (76R99)

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