Numerical simulation for degenerate diffusions

DOI10.1016/0168-9274(90)90029-FzbMath0712.65106MaRDI QIDQ749175

Renato Spigler

Publication date: 1990

Published in: Applied Numerical Mathematics (Search for Journal in Brave)

zbMATH Keywords

finite difference schemesCrank-Nicolson schemebox schemehyperbolic system with outgoing flowsingular degenerate parabolic equationsstochastic diffusion processeswave propagation in random media

Mathematics Subject Classification ID

PDEs of mixed type (35M10) Degenerate parabolic equations (35K65) Diffusion processes (60J60) Finite difference methods for boundary value problems involving PDEs (65N06) Applications to the sciences (65Z05) Probabilistic methods, stochastic differential equations (65C99)

Cites Work

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• Numerical treatment of a boundary-value problem for a certain singular parabolic partial differential equation
• Nonlinear parametric oscillations in certain stochastic systems: A random van der Pol oscillator
• Two singular diffusion problems
• The parabolic differential equations and the associated semigroups of transformation
• A Stochastic Model for Nonlinear Oscillations of Duffing Type
• Mean power reflection from a one-dimensional nonlinear random medium
• Backward and degenerate parabolic equations
• Wave Propagation in a One-Dimensional Random Medium

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