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Filtering by: Creator Ramirez, Jorge M. Subject Brownian motion processes

Skew Brownian motion and branching processes applied to diffusion-advection in heterogenous media and fluid flow

Creator:

Ramirez, Jorge M.

Abstract:

This thesis contains three manuscripts addressing the application of stochastic processes to the analysis and solution of partial differential equations (PDEs) in mathematical physics. In the first manuscript, one dimensional diffusion and Burgers equation are considered. The Fourier transform of the solution to each PDE is represented as the expected...

Resource Type:

Dissertation