Wavelets Galerkin method for solving stochastic heat equation
From MaRDI portal
Brownian motion processcollocation methodGalerkin methodnumerical examplessecond kind Chebyshev waveletsstochastic heat equationstochastic operational matrixstochastic partial differential equations
General theory of functional-differential equations (34K05) PDEs with randomness, stochastic partial differential equations (35R60) 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)
Recommendations
- Wavelet Galerkin method for solving stochastic fractional differential equations
- Legendre wavelets Galerkin method for solving nonlinear stochastic integral equations
- Wavelet-Galerkin method for the Kolmogorov equation
- Wavelets‐Galerkin scheme for a Stokes problem
- A wavelet Galerkin method for the Stokes equations
- Wavelet-Galerkin method for the reaction-diffusion equation
- Wavelet approximation of the solutions of some stochastic differential equations
- Solving the sideways heat equation by a wavelet - Galerkin method
- Wavelets method for solving nonlinear stochastic Itô-Volterra integral equations
- Wavelet-Galerkin method for solving parabolic equations in finite domains
Cites work
- A computational method for solving stochastic Itô-Volterra integral equations based on stochastic operational matrix for generalized hat basis functions
- A new approach of the Chebyshev wavelets method for partial differential equations with boundary conditions of the telegraph type
- A numerical assessment of parabolic partial differential equations using Haar and Legendre wavelets
- A numerical method for solving m-dimensional stochastic itô-Volterra integral equations by stochastic operational matrix
- A Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data
- A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data
- An algorithmic introduction to numerical simulation of stochastic differential equations
- Approximate travelling waves for generalized KPP equations and classical mechanics
- Backward stochastic Volterra integral equations and some related problems
- Chebyshev wavelets approach for nonlinear systems of Volterra integral equations
- Collocation method for the natural boundary integral equation
- Euler schemes and large deviations for stochastic Volterra equations with singular kernels
- Fractional calculus and Shannon wavelet
- Harmonic wavelet method towards solution of the Fredholm type integral equations of the second kind
- Interpolation solution in generalized stochastic exponential population growth model
- Legendre wavelets method for solving fractional partial differential equations with Dirichlet boundary conditions
- Mean square numerical solution of random differential equations: Facts and possibilities
- Numerical approach for solving stochastic Volterra-Fredholm integral equations by stochastic operational matrix
- Numerical solution of random differential equations: a mean square approach
- Numerical solution of stochastic differential equations with jumps in finance
- Numerical solution of stochastic Volterra integral equations by a stochastic operational matrix based on block pulse functions
- On Volterra’s Population Equation
- One linear analytic approximation for stochastic integrodifferential equations
- Optimal pointwise approximation of a linear stochastic heat equation with additive space-time white noise
- Reconstruction and decomposition algorithms for biorthogonal multiwavelets
- Shannon wavelets for the solution of integrodifferential equations
- Shannon wavelets theory
- Solution of stochastic partial differential equations using Galerkin finite element techniques
- Solving fractional nonlinear Fredholm integro-differential equations by the second kind Chebyshev wavelet
- Solving PDEs with the aid of two-dimensional Haar wavelets
- Stabilized multilevel Monte Carlo method for stiff stochastic differential equations
- Stochastic differential equations in science and engineering. With CD-ROM.
- Stochastic Volterra equations in Banach spaces and stochastic partial differential equation
- Taylor expansions of solutions of stochastic partial differential equations with additive noise
- The Legendre wavelet method for solving fractional differential equations
- The second kind Chebyshev wavelet method for solving fractional differential equations
- The wavelet methods to linear and nonlinear reaction-diffusion model arising in mathematical chemistry
- Time-lag control systems
- Two reliable wavelet methods to Fitzhugh-Nagumo (FN) and fractional FN equations
- Two-dimensional Legendre wavelets for solving fractional Poisson equation with Dirichlet boundary conditions
- Two-dimensional Legendre wavelets for solving time-fractional telegraph equation
- Using the matrix refinement equation for the construction of wavelets on invariant sets
Cited in
(31)- A new operational matrix of fractional order integration for the Chebyshev wavelets and its application for nonlinear fractional van der Pol oscillator equation
- An approximation method for stochastic heat equation driven by white noise
- A novel collocation approach to solve a nonlinear stochastic differential equation of fractional order involving a constant delay
- Numerical treatment of a fractional order system of nonlinear stochastic delay differential equations using a computational scheme
- An effective computational approach based on Gegenbauer wavelets for solving the time-fractional KdV-Burgers-Kuramoto equation
- Chebyshev cardinal wavelets and their application in solving nonlinear stochastic differential equations with fractional Brownian motion
- Hybrid Taylor and block-pulse functions operational matrix algorithm and its application to obtain the approximate solution of stochastic evolution equation driven by fractional Brownian motion
- Chebyshev cardinal wavelets for nonlinear stochastic differential equations driven with variable-order fractional Brownian motion
- Approximate solution of stochastic Volterra integro-differential equations by using moving least squares scheme and spectral collocation method
- Constructing reliable approximations of the probability density function to the random heat PDE via a finite difference scheme
- Numerical simulation of one-dimensional fractional nonsteady heat transfer model based on the second kind Chebyshev wavelet
- Numerical solution of stochastic fractional integro-differential equation by the spectral collocation method
- New exponential and complex traveling wave solutions to the Konopelchenko-Dubrovsky model
- A Stochastic Galerkin Method for the Boltzmann Equation with Multi-Dimensional Random Inputs Using Sparse Wavelet Bases
- Wavelet Galerkin method for solving stochastic fractional differential equations
- Legendre wavelets Galerkin method for solving nonlinear stochastic integral equations
- Efficient Galerkin solution of stochastic fractional differential equations using second kind Chebyshev wavelets
- A wavelet approach for the multi-term time fractional diffusion-wave equation
- Implicit meshless method to solve <scp>2D</scp> fractional stochastic Tricomi‐type equation defined on irregular domain occurring in fractal transonic flow
- A new hybrid approach for nonlinear stochastic differential equations driven by multifractional Gaussian noise
- Solution of time‐fractional stochastic nonlinear sine‐Gordon equation via finite difference and meshfree techniques
- Discrete Chebyshev polynomials for the numerical solution of stochastic fractional two-dimensional Sobolev equation
- A novel numerical approach based on shifted second‐kind Chebyshev polynomials for solving stochastic Itô–Volterra integral equation of Abel type with weakly singular kernel
- Jacobi polynomials for the numerical solution of multi-dimensional stochastic multi-order time fractional diffusion-wave equations
- A projection method based on the piecewise Chebyshev cardinal functions for nonlinear stochastic ABC fractional integro-differential equations
- Application of wavelet methods in computational physics
- A new numerical algorithm based on least squares method for solving stochastic Itô-Volterra integral equations
- On the numerical solution of widely used 2D stochastic partial differential equation in representing reaction-diffusion processes
- Orthonormal discrete Legendre polynomials for stochastic distributed-order time-fractional fourth-order delay sub-diffusion equation
- Finite difference and spline approximation for solving fractional stochastic advection-diffusion equation
- Bicubic B-spline functions to solve linear two-dimensional weakly singular stochastic integral equation
This page was built for publication: Wavelets Galerkin method for solving stochastic heat equation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2957743)
