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Published in:
Mathematical Brownian Motion Read chapter Read first chapter

2013 | OriginalPaper | Chapter

2. Euler’s Scheme and Wiener’s Measure

Author : Zeev Schuss

Published in: Brownian Dynamics at Boundaries and Interfaces

Publisher: Springer New York

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Abstract

A discrete computer simulation of an Itô SDE is a necessary computational tool for the study of the behavior of diffusing particles in situations in which the FPE does not provide the needed information or when its analytical or numerical solutions are not feasible. This is the situation, for example, in the study of interacting particles, in the study of diffusion through narrow passages, in the simulation of ions in a small volume in a large continuum, and many more situations.

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previous chapter Mathematical Brownian Motion
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Metadata
Title
Euler’s Scheme and Wiener’s Measure
Author
Zeev Schuss
Copyright Year
2013
Publisher
Springer New York
Book
Brownian Dynamics at Boundaries and Interfaces

Print ISBN: 978-1-4614-7686-3

Electronic ISBN: 978-1-4614-7687-0

Copyright Year: 2013

DOI
https://doi.org/10.1007/978-1-4614-7687-0_2