Adaptive solution of the master equation in low dimensions
نویسندگان
چکیده
منابع مشابه
Adaptive Solution of the Master Equation in Low Dimensions
The master equation satisfied by a probability density function is solved on a grid with a cell size h > 1: A modified master equation is derived for the time development of the average of the density in the larger cells. The accuracy of the approximation is studied and the total probability is conserved. Based on an estimate of the discretization error, the cell size is dynamically adapted to ...
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ژورنال
عنوان ژورنال: Applied Numerical Mathematics
سال: 2009
ISSN: 0168-9274
DOI: 10.1016/j.apnum.2008.01.004