Spectral collocation method for stochastic Burgers equation driven by additive noise

DOI10.1016/j.matcom.2012.03.007zbMath1264.60044OpenAlexW2011929594MaRDI QIDQ1761626

Minoo Kamrani, Mohammed Hosseini Ali Abadi

Publication date: 15 November 2012

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.matcom.2012.03.007

zbMATH Keywords

stochastic partial differential equationspectral collocation methodstochastic ordinary differential equationsystem of SODEs

Mathematics Subject Classification ID

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) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75)

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