Stochastic diffusion processes on Cartesian meshes
DOI10.1016/j.cam.2015.07.035zbMath1327.65019OpenAlexW1597498064WikidataQ42027782 ScholiaQ42027782MaRDI QIDQ893105
Publication date: 13 November 2015
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2015.07.035
diffusionnumerical experimentsfinite volumefinite differencerandom walkstochastic simulationCartesian meshdiffusion of molecules
Probabilistic methods, particle methods, etc. for boundary value problems involving PDEs (65N75) Sums of independent random variables; random walks (60G50) PDEs in connection with biology, chemistry and other natural sciences (35Q92) Biophysics (92C05) Finite difference methods for boundary value problems involving PDEs (65N06) Stochastic particle methods (65C35) Finite volume methods for boundary value problems involving PDEs (65N08)
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