Recent developments in spectral stochastic methods for the numerical solution of stochastic partial differential equations

DOI10.1007/s11831-009-9034-5zbMath1360.65036OpenAlexW2142918656WikidataQ113323930 ScholiaQ113323930MaRDI QIDQ525276

Anthony Nouy

Publication date: 3 May 2017

Published in: Archives of Computational Methods in Engineering (Search for Journal in Brave)

Full work available at URL: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.594.387

Mathematics Subject Classification ID

Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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