Method of lines for stochastic boundary-value problems with additive noise (Q924418)

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Method of lines for stochastic boundary-value problems with additive noise
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    Method of lines for stochastic boundary-value problems with additive noise (English)
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    16 May 2008
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    stochastic partial differential equations
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    method of lines
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    stochastic Runge-Kutta schemes
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    white noise
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    Monte-Carlo algorithm
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    finite volume method
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    stochastic advection-diffusion problem
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    stochastic Burgers equation
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    numerical results
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