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Stable numerical solution to a dynamic problem for a softening material

✍ Scribed by M. Mihăilescu-Suliciu; I. Suliciu


Publisher
Elsevier Science
Year
1993
Tongue
English
Weight
382 KB
Volume
20
Category
Article
ISSN
0093-6413

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Numerical solution to a stochastic inter
✍ Reuter, Gerhard W. 📂 Article 📅 1994 🏛 John Wiley and Sons 🌐 English ⚖ 231 KB

A finite difference scheme is derived to solve for the probability density that a moving point, whose velocity is continually perturbed by Gaussian white noise, reaches a given target within a given time period. The numerical scheme is applied to the problem of finding the probability that two movin