WKB methods for difference equations II
โ Scribed by Dingle, R. B. ;Morgan, G. J.
- Publisher
- Springer
- Year
- 1968
- Tongue
- English
- Weight
- 257 KB
- Volume
- 18
- Category
- Article
- ISSN
- 0003-6994
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
We show how to compute in a covariant way the WKB-type expansion for the transition probability density of the Markovian processes generated by general multiplicative noise Langevin equations. The method uses phase space functional integrals and normal coordinates around the classical path. We compa
Difference methods for solving the convection-diffusion equation are discussed. The superiority of Allen's approximation over central or upwind differences for one-dimensional problems is confirmed, the superiority being greatest when the boundary layer is very thin. Higher order methods give improv