SPDEs driven by additive and multiplicative white noises: a numerical study (Q554564): Difference between revisions
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| Property / Mathematics Subject Classification ID: 65C30 / rank | |||
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| Property / Mathematics Subject Classification ID: 60H15 / rank | |||
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| Property / Mathematics Subject Classification ID: 60H35 / rank | |||
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| Property / Mathematics Subject Classification ID: 35R60 / rank | |||
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| Property / Mathematics Subject Classification ID: 65N30 / rank | |||
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| Property / zbMATH DE Number: 5936083 / rank | |||
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pressure equation | |||
| Property / zbMATH Keywords: pressure equation / rank | |||
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Wick calculus | |||
| Property / zbMATH Keywords: Wick calculus / rank | |||
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finite element method | |||
| Property / zbMATH Keywords: finite element method / rank | |||
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Galerkin method | |||
| Property / zbMATH Keywords: Galerkin method / rank | |||
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stochastic simulation | |||
| Property / zbMATH Keywords: stochastic simulation / rank | |||
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linear stochastic partial differential equation | |||
| Property / zbMATH Keywords: linear stochastic partial differential equation / rank | |||
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additive and multiplicative white noises | |||
| Property / zbMATH Keywords: additive and multiplicative white noises / rank | |||
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Wick-product | |||
| Property / zbMATH Keywords: Wick-product / rank | |||
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Wiener-Itô chaos expansion | |||
| Property / zbMATH Keywords: Wiener-Itô chaos expansion / rank | |||
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stochastic variational problem | |||
| Property / zbMATH Keywords: stochastic variational problem / rank | |||
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Revision as of 14:24, 1 July 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | SPDEs driven by additive and multiplicative white noises: a numerical study |
scientific article |
Statements
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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