Fluctuating Immersed Material (FIMAT) Dynamics for Fully Resolved Simulation of the Brownian Motion of Particles.
Yong ChenNeelesh A. PatankarPublished in: CoRR (2014)
Keyphrases
- brownian motion
- stochastic differential equations
- optimal stopping
- stochastic process
- differential equations
- optimal control
- dynamical systems
- poisson process
- vector valued
- diffusion process
- stochastic processes
- heavy traffic
- closed form solutions
- queue length
- mathematical model
- scale space
- maximum a posteriori estimation