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• W2000642675 abstract "Using a kinetic approximation of a linear diffusion operator, we propose an algorithm that allows one to deal with the simulation of a multi-dimensional stochastic process in a media which is locally isotropic except on some surface where the diffusion coefficient presents some discontinuities. Basic numerical examples are given in dimensions one to three on PDEs or stochastic PDEs with or without source terms. Finally, we compute the hydro-dynamic load in a porous media in the nuclear waste context." @default.
• W2000642675 created "2016-06-24" @default.
• W2000642675 creator A5083621910 @default.
• W2000642675 creator A5086125712 @default.
• W2000642675 date "2010-06-01" @default.
• W2000642675 modified "2023-10-18" @default.
• W2000642675 title "Simulating diffusions with piecewise constant coefficients using a kinetic approximation" @default.
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• W2000642675 doi "https://doi.org/10.1016/j.cma.2010.03.002" @default.
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