A Taylor expansion approach for solving partial differential equations with random Neumann boundary conditions

DOI10.1016/J.AMC.2011.03.137MaRDI QIDQ555339zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

numerical examplesnonlinear parabolic equationsine-Gordon equationnonlinear hyperbolic equationimpact of boundary noiserandom boundary conditionsreal Ginzburg-Landau equationstochastic Taylor expansion methods

Mathematics Subject Classification ID

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)

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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

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