Concentration effects in mesoscopic simulation of coarsening
type: Item
instance of: scholarly article
title: Concentration effects in mesoscopic simulation of coarsening
zbMATH Open document ID: 1334.65015
author: David J. Horntrop
published in: Mathematics and Computers in Simulation
publication date: 2010-05-27T00:00:00Z
Mathematics Subject Classification ID: 65C30
Mathematics Subject Classification ID: 60H15
Mathematics Subject Classification ID: 68U20
Mathematics Subject Classification ID: 82C80
zbMATH DE Number: 5712924
zbMATH Keywords: Lifshitz-Slyozov growth law
zbMATH Keywords: stochastic partial differential equations
zbMATH Keywords: spectral methods
zbMATH Keywords: mesoscopic models
zbMATH Keywords: Monte Carlo simulation
MaRDI profile type: Publication
full work available at URL: j.matcom.2009.10.002
OpenAlex ID: W2000837092
cites work: Finite element and difference approximation of some linear stochastic partial differential equations
cites work: Q4839865
cites work: High strong order explicit Runge-Kutta methods for stochastic ordinary differential equations
cites work: Q4039908
cites work: Solution of stochastic partial differential equations using Galerkin finite element techniques
cites work: Q5822308
cites work: Hierarchical Monte Carlo methods for fractal random fields
cites work: Monte Carlo methods for turbulent tracers with long range and fractal random velocity fields
cites work: A Fourier-wavelet Monte Carlo method for fractal random fields
cites work: Q4543014
cites work: Computational Science – ICCS 2005
cites work: Mesoscopic simulation of Ostwald ripening
cites work: Spectral methods for mesoscopic models of pattern formation
cites work: Stochastic Ising models and anisotropic front propagation
cites work: Q4004325
cites work: Comparative analysis of multiscale Gaussian random field simulation algorithms
cites work: Numerical simulation of randomly forced turbulent flows
cites work: Numerical integration of stochastic partial differential equations
cites work: Semi-discretization of stochastic partial differential equations on $\mathbb{R}^1$ by a finite-difference method
DOI: 10.1016/J.MATCOM.2009.10.002
description: scientific article; zbMATH DE number 5712924