Simulation of stochastic partial differential equations using finite element methods

DOI10.1080/17442508.2010.523466zbMath1255.60114OpenAlexW1971634471MaRDI QIDQ4648584

Annika Lang, Andrea Barth

Publication date: 9 November 2012

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508.2010.523466

zbMATH Keywords

Galerkin methodfinite element methodLévy processesstochastic partial differential equations

Mathematics Subject Classification ID

Random fields (60G60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) 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

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