Effective numerical methods for simulating diffusion on a spherical surface in three dimensions
Author:
Funder
Centre of Excellence for Mathematical and Statistical Frontiers, Australian Research Council
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics
Link
https://link.springer.com/content/pdf/10.1007/s11075-022-01315-w.pdf
Reference11 articles.
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2. Burrage, K., Burrage, P. M.: High order strong methods for non-commutative stochastic ordinary differential equation systems and the Magnus formula. Physica D 133, 34–48 (1999)
3. Yosida, K.: Brownian motion on the surface of the 3-sphere. Ann. Math. Stat. 20(2), 292–296 (1949)
4. Brillinger, D. R.: A particle migrating randomly on a sphere. J. Theor. Probab. 10(2), 429–443 (1997)
5. Muller, M. E.: Some continuous Monte Carlo methods for the Dirichlet problem. Ann. Math. Stat. 27, 569–589 (1956)
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