Accurate stationary densities with partitioned numerical methods for stochastic partial differential equations

DOI10.1007/S40072-014-0032-8MaRDI QIDQ487672zbMATH OpenOpenAlexWikidataFDO

Authors Kevin Burrage, Grant Lythe

Publication date 23 January 2015

Published in Stochastic and Partial Differential Equations. Analysis and Computations (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s40072-014-0032-8

zbMATH Keywords

stochastic partial differential equationsnumerical experimentcorrelation functionstochastic Runge-Kutta methodsleapfrog methodsstationary densitytime-stepping method

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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• scientific article; zbMATH DE number 1001278 (Why is no real title available?)
• scientific article; zbMATH DE number 1482119 (Why is no real title available?)
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Cited in

(4)

• Accurate Stationary Densities with Partitioned Numerical Methods for Stochastic Differential Equations
• On the numerical structure preservation of nonlinear damped stochastic oscillators
• Numerical methods for SPDEs with tempered stable processes
• Adaptive concepts for stochastic partial differential equations

Describes a project that uses

Uses Software

• S-ROCK

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