scholarly journals Parallel Accelerated Group Iterative Algorithms in the Solution of Two-Space Dimensional Diffusion Equations

10.5772/26402 ◽  
2012 ◽  
Author(s):  
Norhashidah Hj Mohd Ali ◽  
Foo Kai
Keyword(s):  
Iterative Algorithms ◽  
Diffusion Equations ◽  
Dimensional Diffusion

On the solution of the Fokker–Planck equation for a Feller process

1990 ◽  
Vol 22 (01) ◽  
pp. 101-110
Author(s):  
L. Sacerdote
Keyword(s):  
Diffusion Processes ◽  
Planck Equation ◽  
Hyperbolic Type ◽  
Diffusion Equations ◽  
Time Varying ◽  
Feller Process ◽  
Parameter Group ◽  
One Dimensional ◽  
Dimensional Diffusion ◽  
Type Boundary

Use of one-parameter group transformations is made to obtain the transition p.d.f. of a Feller process confined between the origin and a hyperbolic-type boundary. Such a procedure, previously used by Bluman and Cole (cf., for instance, [4]), although useful for dealing with one-dimensional diffusion processes restricted between time-varying boundaries, does not appear to have been sufficiently exploited to obtain solutions to the diffusion equations associated to continuous Markov processes.

A simple algorithm for the solution of two-dimensional diffusion equations

1986 ◽  
Vol 19 (10) ◽  
pp. L579-L584
Author(s):  
A Birnboim ◽  
R Rankin ◽  
R Marchand ◽  
C R James
Keyword(s):  
Simple Algorithm ◽  
Diffusion Equations ◽  
Two Dimensional ◽  
Dimensional Diffusion

Solution of linear one-dimensional diffusion equations

1976 ◽  
Vol 38 (1) ◽  
pp. 1-13 ◽  
Author(s):  
G SWAN
Keyword(s):  
Diffusion Equations ◽  
One Dimensional ◽  
Dimensional Diffusion
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