Numerical solutions of stochastic PDEs driven by arbitrary type of noise
DOI10.1007/s40072-018-0120-2zbMath1475.60112OpenAlexW2808027564MaRDI QIDQ2328016
Chi-Wang Shu, Tianheng Chen, Boris L. Rosovskii
Publication date: 9 October 2019
Published in: Stochastic and Partial Differential Equations. Analysis and Computations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s40072-018-0120-2
Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75)
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