Stochastic boundary collocation and spectral methods for solving PDEs

DOI10.1515/MCMA-2012-0008MaRDI QIDQ2920357zbMATH OpenOpenAlexFDO

Authors Karl Sabelfeld, Nadezhda Mozartova

Publication date 16 October 2012

Published in Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/mcma-2012-0008

zbMATH Keywords

Lamé equationlow rank approximationsmethod of fundamental solutionsPCAPoisson integral formularandomized SVDspectral expansions

Mathematics Subject Classification ID

Numerical solutions to stochastic differential and integral equations (65C30)

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