Constructing reliable approximations of the probability density function to the random heat PDE via a finite difference scheme
- Calatayud, J.
- Cortés, J.-C.
- Díaz, J.A.
- Jornet, M.
Journal:
Applied Numerical Mathematics
ISSN: 0168-9274
Year of publication: 2020
Volume: 151
Pages: 413-424
Type: Article