Numerical Simulation of Feller’s Diffusion Equation
This article is devoted to <span style="font-variant: small-caps;">Feller</span>’s diffusion equation, which arises naturally in probability and physics (e.g., wave turbulence theory). If discretized naively, this equation may represent serious numerical difficulties...
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| Format: | Article |
| Language: | English |
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MDPI AG
2019-11-01
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| Series: | Mathematics |
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| Online Access: | https://www.mdpi.com/2227-7390/7/11/1067 |