A meshless method based on the dual reciprocity method for one-dimensional stochastic partial differential equations

DOI10.1002/NUM.21995zbMATH Open1337.65010OpenAlexW2138876427MaRDI QIDQ2804376FDOQ2804376

Authors: Mehdi Dehghan, Mohammad Shirzadi 

Publication date: 29 April 2016

Published in: Numerical Methods for Partial Differential Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/num.21995

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zbMATH Keywords

numerical resultradial basis functionsstochastic heat equationmeshless methodsboundary element methoddual reciprocity methodstochastic advection-diffusion equation

Mathematics Subject Classification ID

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) Boundary element methods for initial value and initial-boundary value problems involving PDEs (65M38)

Cites Work

• Time-discretised Galerkin approximations of parabolic stochastic PDE's
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• The boundary integral equation approach for numerical solution of the one-dimensional Sine-Gordon equation
• Numerical solution of the nonlinear Klein-Gordon equation using radial basis functions
• A numerical method based on the boundary integral equation and dual reciprocity methods for one-dimensional Cahn-Hilliard equation
• Lattice approximations for stochastic quasi-linear parabolic partial differential equations driven by space-time white noise. I
• Solution of the second-order one-dimensional hyperbolic telegraph equation by using the dual reciprocity boundary integral equation (DRBIE) method
• Approximation of stochastic partial differential equations by a kernel-based collocation method
• Application of the dual reciprocity boundary integral equation technique to solve the nonlinear Klein-Gordon equation
• Semidiscrete Galerkin approximation for a linear stochastic parabolic partial differential equation driven by an additive noise
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• Linear-implicit strong schemes for Itô-Galerkin approximations of stochastic PDEs
• Approximation of stochastic advection diffusion equations with stochastic alternating direction explicit methods.
• Radial basis function approximation in the dual reciprocity method
• Convergence rates for finite elementapproximations of stochastic partial differential equations
• The modified dual reciprocity boundary elements method and its application for solving stochastic partial differential equations
• Meshless simulation of stochastic advection-diffusion equations based on radial basis functions
• Simulation of stochastic partial differential equations using finite element methods
• Numerical solution of stochastic elliptic partial differential equations using the meshless method of radial basis functions
• Approximation of nonlinear stochastic partial differential equations by a kernel-based collocation method
• Kernel-Based Collocation Methods Versus Galerkin Finite Element Methods for Approximating Elliptic Stochastic Partial Differential Equations
• Solving parabolic Wick-stochastic boundary value problems using a finite element method

Cited In (12)

• A non‐overlapping domain decomposition dual reciprocity method for solving the forward–backward heat equation in two‐dimension
• Generalized regularized least-squares approximation of noisy data with application to stochastic PDEs
• An adaptive multilevel Monte Carlo algorithm for the stochastic drift-diffusion-Poisson system
• A note on the use of the companion solution (Dirichlet Green's function) on meshless boundary element methods
• Application of the dual reciprocity boundary integral equation approach to solve fourth-order time-fractional partial differential equations
• The dual reciprocity boundary elements method for the linear and nonlinear two-dimensional time-fractional partial differential equations
• On a generalized Gaussian radial basis function: analysis and applications
• An efficient solution for stochastic fractional partial differential equations with additive noise by a meshless method
• Stabilized IMLS based element free Galerkin method for stochastic elliptic partial differential equations
• The stability study of numerical solution of Fredholm integral equations of the first kind with emphasis on its application in boundary elements method
• The approximate solution of one dimensional stochastic evolution equations by meshless methods
• The dual reciprocity boundary element method for one-dimensional nonlinear parabolic partial differential equations

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