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Drummond, I T, Hoch, A, Horgan, R R (1986) Numerical integration of stochastic differential equations with variable diffusivity. Journal of Physics A: Mathematical and General, 19. 3871-3881 doi:10.1088/0305-4470/19/18/032

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Reference TypeJournal (article/letter/editorial)
TitleNumerical integration of stochastic differential equations with variable diffusivity
JournalJournal of Physics A: Mathematical and General
AuthorsDrummond, I TAuthor
Hoch, AAuthor
Horgan, R RAuthor
Year1986 (December 21)Volume19
PublisherIOP Publishing
DOIdoi:10.1088/0305-4470/19/18/032Search in ResearchGate
Generate Citation Formats
Mindat Ref. ID5777315Long-form Identifiermindat:1:5:5777315:9
GUID0
Full ReferenceDrummond, I T, Hoch, A, Horgan, R R (1986) Numerical integration of stochastic differential equations with variable diffusivity. Journal of Physics A: Mathematical and General, 19. 3871-3881 doi:10.1088/0305-4470/19/18/032
Plain TextDrummond, I T, Hoch, A, Horgan, R R (1986) Numerical integration of stochastic differential equations with variable diffusivity. Journal of Physics A: Mathematical and General, 19. 3871-3881 doi:10.1088/0305-4470/19/18/032
In(n.d.) Journal of Physics A: Mathematical and General Vol. 19. IOP Publishing

See Also

These are possibly similar items as determined by title/reference text matching only.

Catterall, S M, Drummond, I T, Horgan, R R (1991) Stochastic simulation of quantum mechanics. Journal of Physics A: Mathematical and General, 24. 4081-4091 doi:10.1088/0305-4470/24/17/025
Drummond, I T (1992) Multiplicative stochastic differential equations with noise-induced transitions. Journal of Physics A: Mathematical and General, 25. 2273-2296 doi:10.1088/0305-4470/25/8/037
Dean, D S, Drummond, I T, Horgan, R R (1995) Effective diffusivity in non-isotropic gradient flows. Journal of Physics A: Mathematical and General, 28. 6013-6025 doi:10.1088/0305-4470/28/21/009
Quispel, Reinout, McLachlan, Robert (2006) Geometric Numerical Integration of Differential Equations. Journal of Physics A: Mathematical and General, 39. doi:10.1088/0305-4470/39/19/e01
Dean, D S, Drummond, I T, Horgan, R R (1996) Renormalization of drift and diffusivity in random gradient flows. Journal of Physics A: Mathematical and General, 29. 7867-7879 doi:10.1088/0305-4470/29/24/012
Dean, D S, Drummond, I T, Horgan, R R (1995) Perturbation theory for effective diffusivity in random gradient flows. Journal of Physics A: Mathematical and General, 28. 1235-1242 doi:10.1088/0305-4470/28/5/011
Dean, D S, Drummond, I T, Horgan, R R (1997) Continuum Derrida approach to drift and diffusivity in random media. Journal of Physics A: Mathematical and General, 30. 385-396 doi:10.1088/0305-4470/30/2/006
Drummond, I T, Horgan, R R, Santos, C A da Silva (1998) Effective drift and diffusivity in non-Gaussian random gradient flows. Journal of Physics A: Mathematical and General, 31. 1341-1352 doi:10.1088/0305-4470/31/5/005
Sayegh, S I, Jones, G L (1986) Symmetries of differential equations. Journal of Physics A: Mathematical and General, 19. 1793-1800 doi:10.1088/0305-4470/19/10/020
Drummond, I T, Horgan, R R (1987) The effective permeability of a random medium. Journal of Physics A: Mathematical and General, 20. 4661-4672 doi:10.1088/0305-4470/20/14/012
Drummond, I T, Horgan, R R (1989) Pressure fluctuations in a randomly permeable medium. Journal of Physics A: Mathematical and General, 22. 3205-3212 doi:10.1088/0305-4470/22/16/011
 
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