First-passage time statistics on surfaces of general shape: Surface PDE solvers using Generalized Moving Least Squares (GMLS)

•Computational approaches for First Passage Times (FPTs) and other path-dependent statistics for surfaces of general shape.•Development of high-order surface PDE solvers using meshless methods / Generalized Moving Least Squares (GMLS) approximation.•Methods for general stochastic drift-diffusion dyn...

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Veröffentlicht in:	Journal of computational physics 2022-03, Vol.453, p.110932, Article 110932
Hauptverfasser:	Gross, B.J., Kuberry, P., Atzberger, P.J.
Format:	Artikel
Sprache:	eng
Schlagworte:	Boundary value problems Brownian motion CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSICS Computational physics differential geometry Drift First passage time statistics first passage times Generalized Moving Least Squares (GMLS) Geometric accuracy Least squares MATHEMATICS AND COMPUTING Meshless methods Numerical methods Path-dependent statistics scientific computation Solvers statistical mechanics Statistical methods Stochastic processes Stochastic processes on surfaces Surface geometry Surface PDEs
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