Non-negative solutions of linear parabolic equations Annali della Scuola Normale Superiore di Pisa -Classe di Scienze, pp.607-694, 1968. ,
Partial Differential Equations, Graduate studies in mathematics, vol.19, 2010. ,
Partial Differential Equations of Parabolic Type, Dover Books on Mathematics Series, 2008. ,
A Handbook for the Natural and Social Sciences, 2009. ,
Numerical Solution of Time-Dependent Advection-Diffusion- Reaction Equations, Series in Computational Mathematics, 2003. ,
DOI : 10.1007/978-3-662-09017-6
Numerical Solution of Stochastic Differential Equations, Stochastic Modelling and Applied Probability, 1992. ,
Random Numbers for Parallel Computers: Requirements and Methods, With Emphasis on GPUs, Mathematics and Computers in Simulation, 2015. ,
An Object-Oriented Random-Number Package with Many Long Streams and Substreams, Operations Research, vol.50, issue.6, pp.1073-1075, 2002. ,
DOI : 10.1287/opre.50.6.1073.358
Algorithm 806: SPRNG: a scalable library for pseudorandom number generation, ACM Transactions on Mathematical Software, vol.26, issue.3, pp.436-461, 2000. ,
DOI : 10.1145/358407.358427
Mersenne twister: a 623-dimensionally equidistributed uniform pseudo-random number generator, ACM Transactions on Modeling and Computer Simulation, vol.8, issue.1, pp.3-30, 1998. ,
DOI : 10.1145/272991.272995
Continuity of Solutions of Parabolic and Elliptic Equations, American Journal of Mathematics, vol.80, issue.4, pp.931-954, 1958. ,
DOI : 10.2307/2372841
Palmtree library ,
Continuous Martingales and Brownian Motion, Grundelehren der mathematischen Wissenschaften, 1999. ,
Applied Contaminant Transport Modelling, 2002. ,