A spectral-based numerical method for Kolmogorov equations in Hilbert spaces (Q2828069)
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scientific article; zbMATH DE number 6642678
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| English | A spectral-based numerical method for Kolmogorov equations in Hilbert spaces |
scientific article; zbMATH DE number 6642678 |
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A spectral-based numerical method for Kolmogorov equations in Hilbert spaces (English)
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24 October 2016
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Fokker-Planck-Kolmogorov equations
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stochastic PDEs
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Hilbert spaces
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spectral methods
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numerical solution
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0.8110742568969727
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0.8002329468727112
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0.7983402013778687
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