Solution of stochastic nonlinear time fractional PDEs using polynomial chaos expansion combined with an exponential integrator
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KdV equations (Korteweg-de Vries equations) (35Q53) Fractional partial differential equations (35R11) Fourier and Fourier-Stieltjes transforms and other transforms of Fourier type (42A38) Numerical methods for stiff equations (65L04) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70)
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Cites work
- scientific article; zbMATH DE number 3667100 (Why is no real title available?)
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Cited in
(5)- Radial basis function neural network (RBFNN) approximation of Cauchy inverse problems of the Laplace equation
- Convergence of a method based on the exponential integrator and Fourier spectral discretization for stiff stochastic PDEs
- Error Estimation of Polynomial Chaos Approximations in Transient Structural Dynamics
- A numerical solution for a quasi solution of the time-fractional stochastic backward parabolic equation
- An efficient solution for stochastic fractional partial differential equations with additive noise by a meshless method
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