Analysis and implementation of numerical methods for random processes: random number generators, Monte Carlo methods, Markov chains, stochastic differential equations, and applications. Recommended ...

A nonlinear parabolic system is derived to describe compressible miscible displacement in a porous medium. The system is consistent with the usual model for incompressible miscible displacement. Two ...

This is a preview. Log in through your library . Abstract This paper describes and compares several methods for computing stationary probability distributions of Markov chains. The main linear algebra ...

The positions in the table below reflect the International Center for Numerical Methods in Engineering (CIMNE)'s position overall, domestically, within their sector, and in various subject areas based ...