SPECTRWM: Spectral Random Walk Method for the Numerical Solution of Stochastic Partial Differential Equations (Q4641714)
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scientific article; zbMATH DE number 6870208
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | SPECTRWM: Spectral Random Walk Method for the Numerical Solution of Stochastic Partial Differential Equations |
scientific article; zbMATH DE number 6870208 |
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SPECTRWM: Spectral Random Walk Method for the Numerical Solution of Stochastic Partial Differential Equations (English)
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18 May 2018
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stochastic partial differential equations
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reflected SPDE
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finite difference method
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finite element method
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continuous-time random walk
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Markov chain approximation method
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geometric ergodicity
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long-time simulation
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SPDE with boundary conditions
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