Simulation of N-Dimensional Second-Order Fluid Models with Different Absorbing, Reflecting and Mixed Barriers

Simulation of second-order fluid models requires specific techniques due to the continuous randomness of the considered processes. Things become particularly difficult when considering several dimensions, where correlation occurs, and classical concepts like absorption and reflection require specific extensions. In this work, we will focus on three different types of behaviors, with two correlations structures: either independence or total correlation. For the considered scenario, we will describe how to produce suitable traces of the underlying continuous stochastic process.