A meshless method based on the dual reciprocity method for one-dimensional stochastic partial differential equations
DOI10.1002/num.21995zbMath1337.65010MaRDI QIDQ2804376
Mohammad Shirzadi, Mehdi Dehghan
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
boundary element method; radial basis functions; stochastic heat equation; meshless methods; dual reciprocity method; numerical result; stochastic advection-diffusion 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
65M38: Boundary element methods for initial value and initial-boundary value problems involving PDEs
Related Items
Cites Work
- Unnamed Item
- Approximation of stochastic advection diffusion equations with stochastic alternating direction explicit methods.
- Solution of the second-order one-dimensional hyperbolic telegraph equation by using the dual reciprocity boundary integral equation (DRBIE) method
- A numerical method based on the boundary integral equation and dual reciprocity methods for one-dimensional Cahn-Hilliard equation
- Application of the dual reciprocity boundary integral equation technique to solve the nonlinear Klein-Gordon equation
- Approximation of nonlinear stochastic partial differential equations by a kernel-based collocation method
- Method of lines for stochastic boundary-value problems with additive noise
- Lattice approximations for stochastic quasi-linear parabolic partial differential equations driven by space-time white noise. I
- Radial basis function approximation in the dual reciprocity method
- Weak convergence of a numerical method for a stochastic heat equation
- Numerical solution of stochastic elliptic partial differential equations using the meshless method of radial basis functions
- Meshless simulation of stochastic advection-diffusion equations based on radial basis functions
- The modified dual reciprocity boundary elements method and its application for solving stochastic partial differential equations
- Numerical solution of the nonlinear Klein-Gordon equation using radial basis functions
- The numerical solution of nonlinear high dimensional generalized Benjamin-Bona-Mahony-Burgers equation via the meshless method of radial basis functions
- Semidiscrete Galerkin approximation for a linear stochastic parabolic partial differential equation driven by an additive noise
- Kernel-Based Collocation Methods Versus Galerkin Finite Element Methods for Approximating Elliptic Stochastic Partial Differential Equations
- The boundary integral equation approach for numerical solution of the one-dimensional Sine-Gordon equation
- Numerical methods for stochastic parabolic PDEs
- Time-discretised Galerkin approximations of parabolic stochastic PDE's
- Convergence rates for finite elementapproximations of stochastic partial differential equations
- Finite element and difference approximation of some linear stochastic partial differential equations
- Convergence of numerical schemes for the solution of parabolic stochastic partial differential equations
- Simulation of stochastic partial differential equations using finite element methods
- A numerical scheme for stochastic PDEs with Gevrey regularity
- Numerical Approximation of Some Linear Stochastic Partial Differential Equations Driven by Special Additive Noises
- Solving parabolic Wick-stochastic boundary value problems using a finite element method
- Approximation of stochastic partial differential equations by a kernel-based collocation method
- Galerkin Finite Element Methods for Stochastic Parabolic Partial Differential Equations
- Linear-implicit strong schemes for Itô-Galerkin approximations of stochastic PDEs