Numerical approximation of multiplicative SPDEs

DOI10.1080/00207160.2012.735664zbMath1258.35212MaRDI QIDQ4902868

I. A. Adamu, Gabriel J. Lord

Publication date: 18 January 2013

Published in: International Journal of Computer Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207160.2012.735664

zbMATH Keywords

stochastic partial differential equations; Swift-Hohenberg equation; multiplicative noise; pinning region; stochastic exponential time differencing

Mathematics Subject Classification ID

65M60: Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

65M15: Error bounds for initial value and initial-boundary value problems involving PDEs

35R60: PDEs with randomness, stochastic partial differential equations

60H35: Computational methods for stochastic equations (aspects of stochastic analysis)

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