Numerical solution of partial differential equations with stochastic Neumann boundary conditions

DOI10.3934/DCDSB.2019061MaRDI QIDQ2321044zbMATH OpenOpenAlexWikidataFDO

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

zbMATH Keywords

accelerated exponential Euler methodNeumann boundary conditionspartial differential equations

Mathematics Subject Classification ID

PDEs with randomness, stochastic partial differential equations (35R60) Special approximation methods (nonlinear Galerkin, etc.) for infinite-dimensional dissipative dynamical systems (37L65) 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)

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