Numerical methods for stochastic partial differential equations with white noise
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Publication:2360307
DOI10.1007/978-3-319-57511-7zbMath1380.65021OpenAlexW2752649084MaRDI QIDQ2360307
Zhongqiang Zhang, George Em. Karniadakis
Publication date: 30 June 2017
Published in: Applied Mathematical Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-319-57511-7
monographalgorithmconvergencecollocation methodstochastic partial differential equationsnonlinearitywhite noiseWiener chaos expansionWong-Zakai approximation
Research exposition (monographs, survey articles) pertaining to numerical analysis (65-02) 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) Numerical solutions to stochastic differential and integral equations (65C30) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)
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