An efficient solution for stochastic fractional partial differential equations with additive noise by a meshless method
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Publication:1700447
DOI10.1007/s40819-017-0455-9zbMath1385.93085OpenAlexW2769009961MaRDI QIDQ1700447
Publication date: 6 March 2018
Published in: International Journal of Applied and Computational Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s40819-017-0455-9
collocation methodradial basis functionsstochastic partial differential equationfractional derivative
Optimality conditions for problems involving partial differential equations (49K20) Optimal stochastic control (93E20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70) Discrete approximations in optimal control (49M25) Optimality conditions for problems involving randomness (49K45)
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