The approximate solution of one dimensional stochastic evolution equations by meshless methods

DOI10.22124/JMM.2021.18683.1598MaRDI QIDQ5080084zbMATH OpenOpenAlexFDO

Authors Mahdi Jalili, Rezvan Salehi

Publication date 31 May 2022

Full work available at URL https://jmm.guilan.ac.ir/article_4687_bf6a9185228471f4c586859c2261fc55.pdf

zbMATH Keywords

Gaussian random fieldradial basis functionregularized Kansa collocationreproducing kernel Hilbert spacestochastic partial differential equation

Mathematics Subject Classification ID

Linear differential equations in abstract spaces (34G10) Central limit and other weak theorems (60F05) Special processes (60K99) Numerical analysis (65-XX)

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Cites work

• A meshless method based on the dual reciprocity method for one-dimensional stochastic partial differential equations
• A randomized and fully discrete Galerkin finite element method for semilinear stochastic evolution equations
• An introduction to computational stochastic PDEs
• Approximation of stochastic partial differential equations by a kernel-based collocation method
• scientific article; zbMATH DE number 5055767 (Why is no real title available?)
• Kernel-based collocation methods versus Galerkin finite element methods for approximating elliptic stochastic partial differential equations
• Linear integral equations
• Meshless simulation of stochastic advection-diffusion equations based on radial basis functions
• Method of lines for stochastic boundary-value problems with additive noise
• Multiquadrics - a scattered data approximation scheme with applications to computational fluid-dynamics. I: Surface approximations and partial derivative estimates
• Numerical solution of stochastic elliptic partial differential equations using the meshless method of radial basis functions
• Scattered Data Approximation
• Solving differential equations with radial basis functions: Multilevel methods and smoothing
• Taylor approximations for stochastic partial differential equations
• The modified dual reciprocity boundary elements method and its application for solving stochastic partial differential equations
• The numerical approximation of stochastic partial differential equations
• Wiener chaos expansions and numerical solutions of randomly forced equations of fluid mechanics

Cited in

(5)

• Meshless simulation of stochastic advection-diffusion equations based on radial basis functions
• A meshless method based on the dual reciprocity method for one-dimensional stochastic partial differential equations
• Approximate solution of two dimensional linear and nonlinear stochastic Itô-Volterra integral equations via meshless scheme
• Numerical solution of obstacle problem by using the mesh-free radial point interpolation method
• Finite element approximation of coupled Cahn-Hilliard equations with a logarithmic potential and nondegenerate mobility

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