Numerical methods for stochastic partial differential equations with multiple scales

DOI10.1016/j.jcp.2011.11.039zbMath1429.65013arXiv1105.4375OpenAlexW2098645609MaRDI QIDQ419602

Assyr Abdulle, Grigorios A. Pavliotis

Publication date: 18 May 2012

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1105.4375

zbMATH Keywords

homogenizationstochastic partial differential equationsaveragingmultiscale methodsheterogeneous multiscale method (HMM)

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical solutions to stochastic differential and integral equations (65C30)

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Uses Software

• RODAS
• S-ROCK

Cites Work

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