Journal of Computational Physics · 2009 · 451 citations · 39 references
EngineeringComputational EngineeringMathematicsComputational Fluid DynamicsStochastic ModelingStochastic ProcessesAdaptive Mesh RefinementDiffusion ProcessesGrid AdaptationNumerical Methods For Differential EquationsStochastic Differential EquationsGrid DiscretizationGrid-based DiscretizationNumerical Methods For Stochastic Differential Equations
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