Probabilistic numerical methods for physical and financial problems

被引：2

作者：

Bossy, M ^{[1
]}

Picasso, M ^{[1
]}

Talay, D ^{[1
]}

机构：

[1] ECOLE POLYTECH FED LAUSANNE,DEPT MATH,NUMER ANAL GRP,CH-1015 LAUSANNE,SWITZERLAND

来源：

COMPUTERS IN PHYSICS | 1997年 / 11卷 / 04期

关键词：

D O I：

10.1063/1.168611

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

引用

页码：325 / 330

页数：6

共 12 条

[1]

Bird R.B., 1987, DYNAMICS POLYM LIQUI, V2

[2]

BOSSY M, IN PRESS BANQUES MAR

[3]

Cercignani C, 1994, MATH THEORY DILUTE G

[4] Numerical study of slightly viscous flow [J].

Chorin, Alexandre Joel .

JOURNAL OF FLUID MECHANICS, 1973, 57 :785-796

[5] A WAVELET MONTE-CARLO METHOD FOR TURBULENT-DIFFUSION WITH MANY SPATIAL SCALES [J].

ELLIOTT, FW ;

MAJDA, AJ .

JOURNAL OF COMPUTATIONAL PHYSICS, 1994, 113 (01) :82-111

[6]

HOCKNEY RW, 1981, COMPUTER SIMULATION

[7]

LAMBERTON D., 1996, INTRO STOCHASTIC CAL

[8] 2-D time-dependent viscoelastic flow calculations using CONNFFESSIT [J].

Laso, M ;

Picasso, M ;

Ottinger, HC .

AICHE JOURNAL, 1997, 43 (04) :877-892

[9] CALCULATION OF VISCOELASTIC FLOW USING MOLECULAR-MODELS - THE CONNFFESSIT APPROACH [J].

LASO, M ;

OTTINGER, HC .

JOURNAL OF NON-NEWTONIAN FLUID MECHANICS, 1993, 47 :1-20

[10]

Long D.-G., 1988, J AM MATH SOC, V1, P779, DOI [10.1090/S0894-0347-1988-0958446-1, DOI 10.1090/S0894-0347-1988-0958446-1]

← 1 2 →