A spectral method for isotropic diffusion equation with random concentration fluctuations of incoming flux of particles through circular-shaped boundaries

DOI10.1515/MCMA-2014-0001zbMath1298.65182OpenAlexW2003502404MaRDI QIDQ742077

Alexander I. Levykin, K. K. Sabel'fel'd

Publication date: 17 September 2014

Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/mcma-2014-0001

zbMATH Keywords

numerical experiments spectral method circular-shaped boundaries isotropic diffusion Poisson integral formula fluctuation-induced kinetics

Mathematics Subject Classification ID

Spectral, collocation and related methods for boundary value problems involving PDEs (65N35) Boundary value problems for second-order elliptic equations (35J25) 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)

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