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Computer simulation of the stochastic transport equation
(EMAp - Escola de Matemática Aplicada, 2015)
In this article the numerical approximation of the stochastic transport equation is considered. We propose a new computational scheme for the effective simulation of the solutions of this equation. Results on the convergence ...
A Numerical method for the semilinear stochastic transport equation
(EMAp - Escola de Matemática Aplicada, 2015)
We propose a new numerical method for the computer simulation of the semi-linear transport equation. Based on the stochastic characteristic method and the Local Linearization technique, we construct an effi cient and stable ...
Apenas a ponta
(2015)
O tempo como estratégia
(2015)











