Approximation of stochastic partial differential equations by a kernel-based collocation method (Q4902864)
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scientific article; zbMATH DE number 6126707
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English | Approximation of stochastic partial differential equations by a kernel-based collocation method |
scientific article; zbMATH DE number 6126707 |
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Approximation of stochastic partial differential equations by a kernel-based collocation method (English)
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18 January 2013
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kernel-based collocation
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stochastic partial differential equation
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reproducing kernel
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Matérn function
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Gaussian process
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implicit Euler scheme
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