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

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)

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Cites work

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Cited in

(14)

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

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