Method of lines for stochastic boundary-value problems with additive noise (Q924418)
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English | Method of lines for stochastic boundary-value problems with additive noise |
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Method of lines for stochastic boundary-value problems with additive noise (English)
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16 May 2008
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stochastic partial differential equations
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method of lines
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stochastic Runge-Kutta schemes
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white noise
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Monte-Carlo algorithm
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finite volume method
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stochastic advection-diffusion problem
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stochastic Burgers equation
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numerical results
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