A cumulant expansion for stochastic linear differential equations. II
β Scribed by N.G. Van Kampen
- Publisher
- Elsevier Science
- Year
- 1974
- Weight
- 461 KB
- Volume
- 74
- Category
- Article
- ISSN
- 0031-8914
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
GP 3754. Reproduction in whole or in part is permitted for any purpose of the United States Government. We shall sometimes write 0: for DL to avoid ambiguities. Standard vector notation is used throughout. The length of an n-vector x is written 1x1 ; dx denotes the element of volume in n-space, and
A hybrid particle/continuum algorithm is formulated for Fickian diffusion in the fluctuating hydrodynamic limit. The particles are taken as independent random walkers; the fluctuating diffusion equation is solved by finite differences with deterministic and white-noise fluxes. At the interface betwe