Spectral Element Methods for Stochastic Differential Equations with Additive Noise
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Ordinary differential equations and systems with randomness (34F05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Finite element, Rayleigh-Ritz, Galerkin and collocation methods for ordinary differential equations (65L60)
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- Predictor-corrector pseudospectral methods for stochastic partial differential equations with additive white noise
- Convergence of a method based on the exponential integrator and Fourier spectral discretization for stiff stochastic PDEs
- Spectral Methods for Multiscale Stochastic Differential Equations
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- An efficient spectral method for the numerical solution to some classes of stochastic differential equations
- Numerical solutions of stochastic PDEs driven by Ornstein-Uhlenbeck noise
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