Numerical approximation of multiplicative SPDEs

DOI10.1080/00207160.2012.735664zbMath1258.35212OpenAlexW2055466226MaRDI QIDQ4902868

I. A. Adamu, Gabriel J. Lord

Publication date: 18 January 2013

Published in: International Journal of Computer Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207160.2012.735664

zbMATH Keywords

stochastic partial differential equationsSwift-Hohenberg equationmultiplicative noisepinning regionstochastic exponential time differencing

Mathematics Subject Classification ID

Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

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Enhancing the Order of the Milstein Scheme for Stochastic Partial Differential Equations with Commutative Noise

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