Non-linear diffusion equations with numerical stability problems are common in many branches of science. An example is the k-diffusion parametrization for vertical turbulent mixing in atmospheric models that creates a system of non-linear diffusion equations with stability problems. In this paper a
One dimensional stochastic partial differential equations and the branching measure diffusion
โ Scribed by Mark Reimers
- Publisher
- Springer
- Year
- 1989
- Tongue
- English
- Weight
- 925 KB
- Volume
- 81
- Category
- Article
- ISSN
- 1432-2064
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
## Abstract In this paper we discuss a couple of situations, where algebraic equations are to be attached to a system of oneโdimensional partial differential equations. Besides of models leading directly to algebraic equations because of the underlying practical background, for example in case of s
We investigate arbitrary stochastic partial differential equations subject to translation invariant and temporally white noise correlations from a nonperturbative framework. The method that we expose first casts the stochastic equations into a functional integral form, then it makes use of the Gauss
This paper investigates a class of multi-dimensional stochastic differential equations with one reflecting lower barrier (RBSDEs in short), where the random obstacle is described as an Itรด diffusion type of stochastic differential equation. The existence and uniqueness results for adapted solutions