SPDEs driven by additive and multiplicative white noises: a numerical study
DOI10.1016/j.matcom.2010.12.020zbMath1230.65010OpenAlexW2036340366MaRDI QIDQ554564
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
Galerkin methodfinite element methodstochastic simulationpressure equationWick calculusWiener-Itô chaos expansionadditive and multiplicative white noiseslinear stochastic partial differential equationstochastic variational problemWick-product
Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) 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)
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