Concepedia
Journal of Computational Physics · 2006 · 121 citations · 18 references
Open access
EngineeringPhysicsFluid DynamicsStochastic ProcessesBrownian MotionDiffusion ProcessesFinite Difference MethodsLévy ProcessesRandom WalksStochastic Differential EquationsFinite Difference DiscretizationFinite Difference SchemesLévy-driven Stochastic Differential Equations
18
Elementary Differential Equations and Boundary Value Problems.
Donald H. Trahan, William E. Boyce, R. C. DiPrima · American Mathematical Monthly · 1979 · 2.3K citations
Natural Sciences, Mathematics, Physics +17
Numerical Solution of Partial Differential Equations, Finite Difference Methods.
V. T., G. D. Smith · Mathematics of Computation · 1987 · 2K citations
Natural Sciences, Computational Engineering, Physics +16
Finite difference approximations for fractional advection–dispersion flow equations
Mark M. Meerschaert, Charles Tadjeran · Journal of Computational and Applied Mathematics · 2004 · 1.5K citations
Natural Sciences, Mathematics, Physics +9
Finite difference approximations for two-sided space-fractional partial differential equations
Mark M. Meerschaert, Charles Tadjeran · Applied Numerical Mathematics · 2005 · 936 citations
Natural Sciences, Mathematics, Physics +12
Numerical solution of the space fractional Fokker–Planck equation
Fawang Liu, Vo Anh, Ian Turner · Journal of Computational and Applied Mathematics · 2003 · 732 citations
Natural Sciences, Physics, Computational Physics +11