Approximation of stochastic advection diffusion equations with stochastic alternating direction explicit methods.
DOI10.1007/S10492-013-0022-6zbMATH Open1289.65007OpenAlexW2042604601MaRDI QIDQ375448FDOQ375448
Mahdieh Arezoomandan, Ali R. Soheili
Publication date: 30 October 2013
Published in: Applications of Mathematics (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10338.dmlcz/143340
alternating direction methodfinite difference methodstochastic partial differential equationLiu methodSaul'ev method
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Numerical solutions to stochastic differential and integral equations (65C30) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- 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
- An algorithmic introduction to numerical simulation of stochastic differential equations
- On the stability of alternating‐direction explicit methods for advection‐diffusion equations
- Method of lines for stochastic boundary-value problems with additive noise
- Approximation of stochastic parabolic differential equations with two different finite difference schemes
- Stahle ROW-Type Weak Scheme for Stochastic Differential Equations
- Stochastic Taylor Expansions for the Expectation of Functionals of Diffusion Processes
- Difference Methods for Stochastic Partial Differential Equations
Cited In (9)
- Numerical scheme and analytical solutions to the stochastic nonlinear advection diffusion dynamical model
- Solution verification, goal-oriented adaptive methods for stochastic advection-diffusion problems
- Title not available (Why is that?)
- A meshless method based on the dual reciprocity method for one-dimensional stochastic partial differential equations
- An efficient alternating direction explicit method for solving a nonlinear partial differential equation
- Compact finite difference method to numerically solving a stochastic fractional advection-diffusion equation
- An efficient solution for stochastic fractional partial differential equations with additive noise by a meshless method
- A Comparison of Closures for Stochastic Advection-Diffusion Equations
- Approximation of stochastic advection diffusion equations with finite difference scheme
This page was built for publication: Approximation of stochastic advection diffusion equations with stochastic alternating direction explicit methods.
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q375448)
