scientific article; zbMATH DE number 1421747

MaRDI QIDQ4946607zbMATH OpenFDO

Authors Takashi Matsuyama, Katsuya Honda

Publication date 5 October 2000

zbMATH Keywords

Edwards-Wilkinson equationGaussian white noiseLangevin-type diffusion equationnonlinear stochastic partial differential equationsstochastic diffusion equations

Mathematics Subject Classification ID

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

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Cited in

(2)

• Remarks on the numerical solution of Langevin equations on unitary group spaces
• Some remarks on the numerical approximation of stochastic differential equations

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