SPDEs driven by additive and multiplicative white noises: a numerical study (Q554564): Difference between revisions

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Latest revision as of 09:37, 4 July 2024

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SPDEs driven by additive and multiplicative white noises: a numerical study
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    SPDEs driven by additive and multiplicative white noises: a numerical study (English)
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    4 August 2011
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    pressure equation
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    Wick calculus
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    finite element method
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    Galerkin method
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    stochastic simulation
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    linear stochastic partial differential equation
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    additive and multiplicative white noises
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    Wick-product
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    Wiener-Itô chaos expansion
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    stochastic variational problem
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