Analytic-numerical approximating processes of diffusion equation with data uncertainty

DOI10.1016/j.camwa.2004.05.015zbMath1078.65005MaRDI QIDQ2387359

Pablo Sevilla-Peris, Lucas Jodar, Juan-Carlos Cortés

Publication date: 2 September 2005

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.camwa.2004.05.015

zbMATH Keywords

diffusion equation; data uncertainty; stochastic linear differential equation

Mathematics Subject Classification ID

35K05: Heat equation

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

35R60: PDEs with randomness, stochastic partial differential equations

60H35: Computational methods for stochastic equations (aspects of stochastic analysis)

65C30: Numerical solutions to stochastic differential and integral equations