Numerical multi-scaling method to solve the linear stochastic partial differential equations

DOI10.1007/S40314-018-0649-8MaRDI QIDQ1993537zbMATH OpenOpenAlexWikidataFDO

Authors M. M. Roozbahani, Hossein Aminikhah, Mahdieh Tahmasebi

Publication date 5 November 2018

Published in Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s40314-018-0649-8

zbMATH Keywords

stochastic partial differential equationswaveletnumerical multi-scaling method

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Numerical computation using splines (65D07) Numerical methods for wavelets (65T60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

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Cited in

(9)

• Numerical solution of stochastic partial differential systems with additive noise on overlapping subdomains
• The modified dual reciprocity boundary elements method and its application for solving stochastic partial differential equations
• Numerical methods for stochastic partial differential equations with multiple scales
• scientific article; zbMATH DE number 7027638 (Why is no real title available?)
• A multiscale method with patch for the solution of stochastic partial differential equations with localized uncertainties
• Numerical solution of kinetic SPDEs via stochastic Magnus expansion
• Barycentric interpolation of interface solution for solving stochastic partial differential equations on non-overlapping subdomains with additive multi-noises
• Solving parabolic stochastic partial differential equations via averaging over characteristics
• Two-dimensional Müntz-Legendre hybrid functions: theory and applications for solving fractional-order partial differential equations

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