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A Feynman-Kac based numerical method for the exit time probability of a class of transport problems.

Minglei YangGuannan ZhangDiego del-Castillo-NegreteMiroslav Stoyanov
Published in: J. Comput. Phys. (2021)
Keyphrases
  • numerical methods
  • boundary element method
  • differential equations
  • approximation schemes
  • edge detection
  • gray scale