Stochastic simulation for solving random boundary value problems and some applications

DOI10.1007/978-3-642-12535-5_3MaRDI QIDQ3068853zbMATH OpenOpenAlexFDO

Authors Karl Sabelfeld

Publication date 18 January 2011

Published in Large-Scale Scientific Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-642-12535-5_3

Mathematics Subject Classification ID

PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Statistical mechanics of crystals (82D25)

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