An Introduction to Computational Stochastic PDEs
From MaRDI portal
Publication:2925391
DOI10.1017/CBO9781139017329zbMath1327.60011OpenAlexW595079961MaRDI QIDQ2925391
Tony Shardlow, Catherine E. Powell, Gabriel J. Lord
Publication date: 22 October 2014
Full work available at URL: https://doi.org/10.1017/cbo9781139017329
Monte Carlo simulationsemilinear stochastic partial differential equationsGalerkin finite element approximationstochastic collocationelliptic partial differential equations with random datasemi-implicit Euler methodsItō semilinear evolution equations
Stationary stochastic processes (60G10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Spectral, collocation and related methods for boundary value problems involving PDEs (65N35) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Research exposition (monographs, survey articles) pertaining to numerical analysis (65-02) Numerical solutions to stochastic differential and integral equations (65C30) Stochastic analysis (60Hxx) Software, source code, etc. for problems pertaining to probability theory (60-04)
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