Algorithm refinement for stochastic partial differential equations. I. Linear diffusion

Journal of Computational Physics

Volumn 182, Issue 1, 2002, Pages 47-66

  Alejander, Francis J ^a   Garcia, Alejandro L ^b   Tartakovsky, Daniel M ^a  

^a LOS ALAMOS NATIONAL LABORATORY   (United States)

^b LAWRENCE LIVERMORE NATIONAL LABORATORY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

PARTIAL DIFFERENTIAL EQUATIONS; STOCHASTIC SYSTEMS; WHITE NOISE;

ALGORITHM REFINEMENT; DETERMINISTICS; DIFFUSION EQUATIONS; FICKIAN DIFFUSION; FLUCTUATING HYDRODYNAMICS; HYBRID PARTICLES; HYDRODYNAMIC LIMIT; LINEAR DIFFUSION; RANDOM WALKERS; STOCHASTIC PARTIAL DIFFERENTIAL EQUATION;

FLUID MECHANICS;

EID: 0037058022     PISSN: 00219991     EISSN: None     Source Type: Journal    
DOI: 10.1006/jcph.2002.7149     Document Type: Article

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