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An accurate treatment of diffuse reflection boundary conditions for a stochastic particle Fokker-Planck algorithm with large time steps 期刊论文
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2015, 卷号: 440, 页码: 139-146
作者:  Onskog T;  Zhang J;  Onskog, T (reprint author), KTH Royal Inst Technol, Dept Math, SE-10044 Stockholm, Sweden.
浏览  |  Adobe PDF(538Kb)  |  收藏  |  浏览/下载：244/68  |  提交时间：2016/01/08
Ratified Gas Flows  Fokker-planck Equation  Langevin Simulation  Boundary Conditions  Stochastic Differential Equations  First Hitting Time  
Ensemble Averaging for Dynamical Systems Under Fast Oscillating Random Boundary Conditions 期刊论文
STOCHASTIC ANALYSIS AND APPLICATIONS, 2014, 卷号: 32, 期号: 6, 页码: 944-961
作者:  Wang W;  Ren J;  Duan JQ;  He GW(何国威);  Wang, W (reprint author), Nanjing Univ, Dept Math, Nanjing 210093, Jiangsu, Peoples R China.
浏览  |  Adobe PDF(174Kb)  |  收藏  |  浏览/下载：448/147  |  提交时间：2014/11/27
Ensemble Averaging  Random Boundary Conditions  Stochastic Partial Differential Equations  Martingale.  Multiscale Modeling  Random Partial Differential Equations