Analytic-numerical approximating processes of diffusion equation with data uncertainty

DOI10.1016/J.CAMWA.2004.05.015zbMath1078.65005OpenAlexW1997357077MaRDI QIDQ2387359

Pablo Sevilla-Peris, Juan-Carlos Cortés, Lucas Jodar

Publication date: 2 September 2005

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.camwa.2004.05.015

zbMATH Keywords

diffusion equationdata uncertaintystochastic linear differential equation

Mathematics Subject Classification ID

Heat equation (35K05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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Cites Work

• Random differential equations in science and engineering
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