An approximation method for stochastic heat equation driven by white noise

DOI10.1007/s40819-022-01376-4OpenAlexW4306168604MaRDI QIDQ2101361

Yanyan Li

Publication date: 5 December 2022

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

Full work available at URL: https://doi.org/10.1007/s40819-022-01376-4

zbMATH Keywords

heat equationstochastic partial differential equationserror analysisshifted Legendre polynomialsoperational matrices

Mathematics Subject Classification ID

Heat equation (35K05) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Orthogonal polynomials and functions in several variables expressible in terms of special functions in one variable (33C50)

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