scientific article; zbMATH DE number 1507354

zbMath0959.65011MaRDI QIDQ4504084

Mircea D. Grigoriu

Publication date: 26 April 2001

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

heat equationnumerical examplesboundary value problemsNeumann boundary conditionstransport equationdiffusion processesItô formulaBrownian motionsbeam in bending

Mathematics Subject Classification ID

Rods (beams, columns, shafts, arches, rings, etc.) (74K10) Boundary value problems for second-order elliptic equations (35J25) Brownian motion (60J65) Diffusion processes (60J60) Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (1)

Sticky Brownian motions and a probabilistic solution to a two-point boundary value problem

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