Reaction-diffusion problems with stochastic parameters using the generalized stochastic finite difference method

MaRDI QIDQ2791995zbMATH OpenFDO

Authors Marcin Kamiński, Rafał Leszek Ossowski

Publication date 16 March 2016

zbMATH Keywords

algorithmfinite difference methodnumerical examplesreaction-diffusion problemsstochastic perturbationtime series

Mathematics Subject Classification ID

Reaction-diffusion equations (35K57) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06)

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Cited in

(4)

• Approximation of stochastic advection diffusion equations with finite difference scheme
• A proposed stochastic finite difference approach based on homogenous chaos expansion
• Local diffusion models for stochastic reacting systems: estimation issues in equation-free numerics
• Wick-stochastic finite element solution of reaction-diffusion problems

Describes a project that uses

Uses Software

• Maple

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