Numerical solution of the Stratonovich- and Ito-Euler equations: application to the stochastic piston problem (Q2449760)

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Numerical solution of the Stratonovich- and Ito-Euler equations: application to the stochastic piston problem
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    Numerical solution of the Stratonovich- and Ito-Euler equations: application to the stochastic piston problem (English)
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    12 May 2014
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    multiplicative noise
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    splitting method
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    spectral expansion
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    stochastic collocation
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    quasi-Monte Carlo (QMC)
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    shock tube
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