SPECTRWM: Spectral Random Walk Method for the Numerical Solution of Stochastic Partial Differential Equations
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Publication:4641714
DOI10.1137/16M1089034zbMath1407.60084arXiv1608.00885OpenAlexW2963728153MaRDI QIDQ4641714
Publication date: 18 May 2018
Published in: SIAM Review (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1608.00885
finite element methodfinite difference methodstochastic partial differential equationsgeometric ergodicitycontinuous-time random walkreflected SPDEMarkov chain approximation methodlong-time simulationSPDE with boundary conditions
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