Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4639413 | Journal of Computational and Applied Mathematics | 2013 | 20 Pages |
Abstract
We introduce new Monte Carlo simulation schemes for diffusions in a discontinuous media divided in subdomains with piecewise constant diffusivity. These schemes are higher order extensions of the usual schemes and take into account the two dimensional aspects of the diffusion at the interface between subdomains. This is achieved using either stochastic process techniques or an approach based on finite differences. Numerical tests on elliptic, parabolic and eigenvalue problems involving an operator in divergence form show the efficiency of these new schemes.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Antoine Lejay, Sylvain Maire,