NUMERICAL-SOLUTION TO A STOCHASTIC INTERCEPTION PROBLEM

Authors
REUTER GW
Citation
Gw. Reuter, NUMERICAL-SOLUTION TO A STOCHASTIC INTERCEPTION PROBLEM, Communications in numerical methods in engineering, 10(11), 1994, pp. 907-911
Citations number
10
Categorie Soggetti
Mathematical Method, Physical Science",Mathematics,Engineering
Journal title
Communications in numerical methods in engineering → ACNP
ISSN journal
10698299
Volume
10
Issue
11
Year of publication
1994
Pages
907 - 911
Database
ISI
SICI code
1069-8299(1994)10:11<907:NTASIP>2.0.ZU;2-V
Abstract
A finite difference scheme is derived to solve for the probability den sity that a moving point, whose velocity is continually perturbed by G aussian white noise, reaches a given target within a given time period . The numerical scheme is applied to the problem of finding the probab ility that two moving spheres collide.