Partially reflected diffusion

SIAM Journal on Applied Mathematics

Volumn 68, Issue 3, 2007, Pages 844-868

  Singer, A ^a   Schuss, Z ^b   Osipov, A ^c   Holcman, D ^d,e  

^a YALE UNIVERSITY   (United States)

^b TEL AVIV UNIVERSITY   (Israel)

^c HEBREW UNIVERSITY OF JERUSALEM   (Israel)

^d WEIZMANN INSTITUTE OF SCIENCE   (Israel)

^e ECOLE NORMALE SUPÉRIEURE   (France)

Author keywords

Markovian jump process; Reactive boundary condition; Stochastic differential equations; Wiener Hopf boundary layer equation

Indexed keywords

BIOLOGICAL APPLICATIONS; BOUNDARY LAYER ANALYSIS; BOUNDARY LAYER EQUATIONS; BOUNDARY REFLECTIONS; CONVERGENCE (MATHEMATICS); DIFFUSING PARTICLES; DIFFUSION EQUATIONS; DIFFUSION MATRICES; EULER SCHEMES; FOKKER PLANCK EQUATION (FPE); HALF SPACES; JUMP PROCESSES; MARKOVIAN; MASTER EQUATIONS; NON UNIFORM; NUMERICAL SCHEMES; OBLIQUE DIRECTION; PROBABILITY DENSITIES; REACTION CONSTANT; REACTIVE BOUNDARY; REFLECTED DIFFUSION; REFLECTION PROBABILITY; ROBIN BOUNDARY CONDITIONS;

AERODYNAMICS; BOUNDARY CONDITIONS; BOUNDARY LAYERS; CONVERGENCE OF NUMERICAL METHODS; DIFFUSION; DRAG REDUCTION; FOKKER PLANCK EQUATION; HYDRODYNAMICS; LINEAR EQUATIONS; MARKOV PROCESSES; METEOROLOGY; PROBABILITY; RANDOM PROCESSES; REFLECTION; RISK ASSESSMENT; SEMICONDUCTOR DOPING; THEOREM PROVING; TRAJECTORIES;

PROBABILITY DENSITY FUNCTION;

EID: 47149106223     PISSN: 00361399     EISSN: None     Source Type: Journal    
DOI: 10.1137/060663258     Document Type: Article

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