SIAM Journal on Applied Mathematics, Vol. 72, No. 1 (2012), pp. 405-416 (12 pages) An asymptotic expansion in powers of small dimensionless dispersion coefficient is sought to solve an initial value ...
The Annals of Applied Probability, Vol. 28, No. 3 (June 2018), pp. 1943-1976 (34 pages) The initial-boundary value problem for the heat equation is solved by using an algorithm based on a random walk ...
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