Fourier spectral methods for some linear stochastic space-fractional partial differential equations
DOI10.3390/MATH4030045zbMATH Open1360.65035OpenAlexW2465023141MaRDI QIDQ515455FDOQ515455
Authors: Yanmei Liu, Monzorul Khan, Y. Yan 
Publication date: 16 March 2017
Published in: Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3390/math4030045
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stochastic partial differential equationsnumerical exampleserror estimatesFourier spectral methodspace-fractional partial differential equations
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Fractional partial differential equations (35R11) PDEs with randomness, stochastic partial differential equations (35R60) Numerical solutions to stochastic differential and integral equations (65C30) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70)
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Cited In (4)
- Wiener expansion-spectral methods for stochastic partial differential equations with white noise
- Predictor-corrector pseudospectral methods for stochastic partial differential equations with additive white noise
- Numerical Approximation of Optimal Convergence for Fractional Elliptic Equations with Additive Fractional Gaussian Noise
- Difference methods for stochastic space fractional diffusion equation driven by additive space-time white noise via Wong-Zakai approximation
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