Numerical solution of the Stratonovich- and Ito-Euler equations: application to the stochastic piston problem
DOI10.1016/j.jcp.2012.11.017zbMath1286.35282OpenAlexW2166533431MaRDI QIDQ2449760
Zhongqiang Zhang, Xiu Yang, Guang Lin, George Em. Karniadakis
Publication date: 12 May 2014
Published in: Journal of Computational Physics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jcp.2012.11.017
spectral expansionsplitting methodmultiplicative noisestochastic collocationshock tubequasi-Monte Carlo (QMC)
Monte Carlo methods (65C05) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70) PDEs with randomness, stochastic partial differential equations (35R60) Numerical solutions to stochastic differential and integral equations (65C30) Euler equations (35Q31)
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