Wick-stochastic finite element solution of reaction-diffusion problems

DOI10.1016/j.cam.2006.04.049zbMath1113.60068OpenAlexW1995486747MaRDI QIDQ879268

Mostafa Zahri, Mohammed Seaid, Hassan Manouzi

Publication date: 11 May 2007

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2006.04.049

zbMATH Keywords

finite element methodreaction-diffusion problemswhite noisestochastic simulationWick-stochastic partial differential equations

Mathematics Subject Classification ID

Reaction-diffusion equations (35K57) White noise theory (60H40) Finite element, Galerkin and related methods applied to problems in optics and electromagnetic theory (78M10) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

Related Items (5)

A spectral stochastic semi-Lagrangian method for convection-diffusion equations with uncertainty ⋮ Method of lines for stochastic boundary-value problems with additive noise ⋮ Barycentric interpolation of interface solution for solving stochastic partial differential equations on non-overlapping subdomains with additive multi-noises ⋮ Solving Wick-stochastic water waves using a Galerkin finite element method ⋮ Numerical simulation of stochastic replicator models in catalyzed RNA-like polymers

Uses Software

• KELLEY

Cites Work

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• Wick calculus in Gaussian analysis
• Stochastic simulation of coupled reaction-diffusion processes
• Ingredients for a general purpose stochastic finite elements implementation
• Bi-CGSTAB: A Fast and Smoothly Converging Variant of Bi-CG for the Solution of Nonsymmetric Linear Systems
• Convergence rates for finite elementapproximations of stochastic partial differential equations
• Stochastic averaging of nonlinear flows in heterogeneous porous media
• Finite difference approximation of the pressure equation for fluid flow in a stochastic medium — a probabilistic approach
• Numerical Approximation of Some Linear Stochastic Partial Differential Equations Driven by Special Additive Noises
• SOME REGULARITY RESULTS FOR THE STOCHASTIC PRESSURE EQUATION OF WICK-TYPE

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