A Taylor expansion approach for solving partial differential equations with random Neumann boundary conditions
DOI10.1016/J.AMC.2011.03.137zbMATH Open1220.65007OpenAlexW2151831212MaRDI QIDQ555339FDOQ555339
Authors: Shengqiang Xu, Jinqiao Duan
Publication date: 22 July 2011
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.amc.2011.03.137
Recommendations
- Numerical solution of partial differential equations with stochastic Neumann boundary conditions
- Stochastic Ginzburg-Landau equation on a half-line with Neumann type white-noise boundary conditions
- Stochastic nonlinear Schrödinger equation on an upper-right quarter plane with Dirichlet random boundary
- scientific article; zbMATH DE number 139953
- Parabolic stochastic partial differential equations with dynamical boundary conditions.
numerical examplesnonlinear parabolic equationsine-Gordon equationnonlinear hyperbolic equationimpact of boundary noiserandom boundary conditionsreal Ginzburg-Landau equationstochastic Taylor expansion methods
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Series solutions to PDEs (35C10) PDEs in connection with quantum mechanics (35Q40) Ginzburg-Landau equations (35Q56) 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)
Cites Work
- Parabolic stochastic partial differential equations with dynamical boundary conditions.
- Qualitative behavior of a class of stochastic parabolic PDEs with dynamical boundary conditions
- Numerical Approximation of Some Linear Stochastic Partial Differential Equations Driven by Special Additive Noises
- Homogenized dynamics of stochastic partial differential equations with dynamical boundary conditions
- Ergodicity for Infinite Dimensional Systems
- Stochastic Partial Differential Equations with Levy Noise
- Large deviations for the Boussinesq equations under random influences
- Rare events in the Boussinesq system with fluctuating dynamical boundary conditions
- Random Dynamics of the Boussinesq System with Dynamical Boundary Conditions
- The numerical approximation of stochastic partial differential equations
- Title not available (Why is that?)
- A numerical approximation of parabolic stochastic partial differential equations driven by a Poisson random measure
- Numerical simulation of the stochastic Korteweg-de Vries equation
- Numerical methods for stochastic parabolic PDEs
- Difference Methods for Stochastic Partial Differential Equations
- Multidimensional reaction-diffusion equations with white noise boundary perturbations
- Wiener chaos solutions of linear stochastic evolution equations
- Title not available (Why is that?)
- Impact of boundary conditions on entrainment and transport in gravity currents
- Successive approximations of infinite-dimensional SPDEs with jump
- On Piecewise Linear Approximation forNonlinear Stochastic Evolution
- Dynamics of transport under random fluxes on the boundary
Cited In (4)
- Amplitude equation for the stochastic reaction-diffusion equations with random Neumann boundary conditions
- Numerical solution of the Burgers equation with Neumann boundary noise
- Numerical solution of partial differential equations with stochastic Neumann boundary conditions
- A mild Itô formula for SPDEs
This page was built for publication: A Taylor expansion approach for solving partial differential equations with random Neumann boundary conditions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q555339)