Simulating a diffusion on a graph. Application to reservoir engineering
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| 024 | 7 | 0 | |a 10.1515/156939603322729003 |2 doi |
| 035 | |a (NATIONALLICENCE)gruyter-10.1515/156939603322729003 | ||
| 100 | 1 | |a Lejay |D Antoine |u INRIA / Institut Élie Cartan, Campus scientifique, B.P. 239; 54506 Vandœuvre-lès-Nancy CEDEX; France. E-mail: Antoine.Lejay@iecn.u-nancy.fr | |
| 245 | 1 | 0 | |a Simulating a diffusion on a graph. Application to reservoir engineering |h [Elektronische Daten] |c [Antoine Lejay] |
| 520 | 3 | |a We develop a simple Monte Carlo method to compute the position at a given time of a diffusion on a graph, with constant speed on each edge. This method is exact, and we claim it could be used for simulating the position of a particle in a fissured media. Besides, we advocate that the notion of diffusions on graphs could be useful to understand the behavior of one-dimensional diffusions whose infinitesimal generator has piecewise constant coefficients. | |
| 540 | |a Copyright 2003, Walter de Gruyter | ||
| 773 | 0 | |t Monte Carlo Methods and Applications |d Walter de Gruyter |g 9/3(2003-09-01), 241-255 |x 0929-9629 |q 9:3<241 |1 2003 |2 9 |o mcma | |
| 856 | 4 | 0 | |u https://doi.org/10.1515/156939603322729003 |q text/html |z Onlinezugriff via DOI |
| 908 | |D 1 |a research article |2 jats | ||
| 950 | |B NATIONALLICENCE |P 856 |E 40 |u https://doi.org/10.1515/156939603322729003 |q text/html |z Onlinezugriff via DOI | ||
| 950 | |B NATIONALLICENCE |P 100 |E 1- |a Lejay |D Antoine |u INRIA / Institut Élie Cartan, Campus scientifique, B.P. 239; 54506 Vandœuvre-lès-Nancy CEDEX; France. E-mail: Antoine.Lejay@iecn.u-nancy.fr | ||
| 950 | |B NATIONALLICENCE |P 773 |E 0- |t Monte Carlo Methods and Applications |d Walter de Gruyter |g 9/3(2003-09-01), 241-255 |x 0929-9629 |q 9:3<241 |1 2003 |2 9 |o mcma | ||
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| 949 | |B NATIONALLICENCE |F NATIONALLICENCE |b NL-gruyter | ||