Finite difference methods for stochastic Helmholtz equation driven by white noise
Smoothness and regularity of solutions to PDEs (35B65) Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05) PDEs with randomness, stochastic partial differential equations (35R60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) White noise theory (60H40) Regularization by noise (60H50) Finite difference methods for boundary value problems involving PDEs (65N06) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Error bounds for boundary value problems involving PDEs (65N15)
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- Finite element method and discontinuous Galerkin method for stochastic scattering problem of Helmholtz type in \(\mathbb R^{d} (d =2, 3)\)
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- Galerkin Finite Element Approximations of Stochastic Elliptic Partial Differential Equations
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- Inverse random source scattering problems in several dimensions
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- Numerical Approximation of Some Linear Stochastic Partial Differential Equations Driven by Special Additive Noises
- Numerical approximation of stochastic time-fractional diffusion
- Numerical methods for stochastic partial differential equations with white noise
- Semidiscrete Galerkin approximation for a linear stochastic parabolic partial differential equation driven by an additive noise
- Stability and finite element error analysis for the Helmholtz equation with variable coefficients
- Stochastic partial differential equations
- Well-posedness and finite element approximations for elliptic SPDEs with Gaussian noises
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