Numerical solution of partial differential equations with stochastic Neumann boundary conditions

DOI10.3934/dcdsb.2019061zbMath1420.65111OpenAlexW2940780270WikidataQ127922404 ScholiaQ127922404MaRDI QIDQ2321044

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

zbMATH Keywords

Neumann boundary conditionspartial differential equationsaccelerated exponential Euler method

Mathematics Subject Classification ID

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

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