Numerical solution of partial differential equations with stochastic Neumann boundary conditions

DOI10.3934/DCDSB.2019061zbMATH Open1420.65111OpenAlexW2940780270WikidataQ127922404 ScholiaQ127922404MaRDI QIDQ2321044FDOQ2321044

Authors: Minoo Kamrani 

Publication date: 28 August 2019

Published in: Discrete and Continuous Dynamical Systems. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/dcdsb.2019061

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zbMATH Keywords

Neumann boundary conditionspartial differential equationsaccelerated exponential Euler method

Mathematics Subject Classification ID

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) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Special approximation methods (nonlinear Galerkin, etc.) for infinite-dimensional dissipative dynamical systems (37L65)

Cited In (7)

• On an approach to deal with Neumann boundary value problems defined on uncertain domains: numerical experiments
• A Taylor expansion approach for solving partial differential equations with random Neumann boundary conditions
• Using SDE for solving inverse parabolic boundary value problem with a Neumann boundary condition
• Title not available (Why is that?)
• Numerical solutions for Helmholtz equation with stochastic interface based on PML method
• The Neumann numerical boundary condition for transport equations
• Numerical solution to highly nonlinear neutral-type stochastic differential equation

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