most citedFirst-Passage Time Statistics on Surfaces of General Shape: Surface PDE Solvers using Generalized Moving Least Squares (GMLS)

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math.NA2021★ 8 cited

First-Passage Time Statistics on Surfaces of General Shape: Surface PDE Solvers using Generalized Moving Least Squares (GMLS)

B. J. Gross, P. Kuberry, P. J. Atzberger

We develop numerical methods for computing statistics of stochastic processes on surfaces of general shape with drift-diffusion dynamics $d\mathbf{X}_t = a(\mathbf{X}_t)dt + \mathb…