Numerical solution of stochastic partial differential equations using a collocation method

DOI10.1002/zamm.201400080zbMath1336.65175OpenAlexW1590043565MaRDI QIDQ2805139

Minoo Kamrani

Publication date: 10 May 2016

Published in: ZAMM - Journal of Applied Mathematics and Mechanics / Zeitschrift für Angewandte Mathematik und Mechanik (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/zamm.201400080

zbMATH Keywords

convergencestochastic partial differential equationadditive noisespectral collocation method

Mathematics Subject Classification ID

Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70) PDEs with randomness, stochastic partial differential equations (35R60)

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Numerical solutions of stochastic Fisher equation to study migration and population behavior in biological invasion ⋮ Convergence of a numerical scheme for SPDEs with correlated noise and global Lipschitz coefficients

Cites Work

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