A fractional step ELLAM approach to high-dimensional convection–diffusion problems with forward particle tracking

2007 ◽  
Vol 221 (1) ◽  
pp. 198-225 ◽  
Author(s):  
Dong Liang ◽  
Chuanbin Du ◽  
Hong Wang
2007 ◽  
Vol 333 (1) ◽  
pp. 204-218 ◽  
Author(s):  
J.C. Chrispell ◽  
V.J. Ervin ◽  
E.W. Jenkins

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