SPDEs driven by additive and multiplicative white noises: a numerical study

DOI10.1016/J.MATCOM.2010.12.020zbMATH Open1230.65010OpenAlexW2036340366MaRDI QIDQ554564FDOQ554564

Hassan Manouzi

Publication date: 4 August 2011

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.matcom.2010.12.020

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zbMATH Keywords

finite element methodGalerkin methodstochastic simulation[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=Wiener-It%EF%BF%BD%EF%BF%BD+chaos+expansion&go=Go Wiener-It�� chaos expansion]Wick calculusadditive and multiplicative white noiseslinear stochastic partial differential equationpressure equationstochastic variational problemWick-product

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) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30)

Cites Work

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• A finite element approximation of linear stochastic PDEs driven by multiplicative white noise
• Stabilisation of linear PDEs by Stratonovich noise
• On stabilization of partial differential equations by noise
• EXPANSION THEOREMS FOR GENERALIZED RANDOM PROCESSES, WICK PRODUCTS AND APPLICATIONS TO STOCHASTIC DIFFERENTIAL EQUATIONS
• Title not available (Why is that?)
• Convergence rates for finite elementapproximations of stochastic partial differential equations
• Solving wick-stochastic boundary value problems using a finite element method
• The pressure equation for fluid flow in a stochastic medium
• Title not available (Why is that?)

Cited In (4)

• Solving SPDEs driven by colored noise: A chaos approach
• A finite element approximation of linear stochastic PDEs driven by multiplicative white noise
• Wick-stochastic finite element solution of reaction-diffusion problems
• Numerical Approximation of Some Linear Stochastic Partial Differential Equations Driven by Special Additive Noises

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