Parallel accelerated Stokesian dynamics with Brownian motion.

Gaddiel Ouaknin Yu Su Roseanna N. Zia

Published in: J. Comput. Phys. (2021)

Keyphrases

brownian motion
optimal stopping
stochastic differential equations
stochastic process
differential equations
diffusion process
optimal control
vector valued
poisson process
stochastic processes
heavy traffic
queue length
dynamical systems
closed form solutions
dynamic programming
inventory level