Numerical integration of stochastic partial differential equations (Q1923720)
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scientific article; zbMATH DE number 933321
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical integration of stochastic partial differential equations |
scientific article; zbMATH DE number 933321 |
Statements
Numerical integration of stochastic partial differential equations (English)
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27 January 1997
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diffusion equation
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stochastic partial differential equations
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system of stochastic ordinary differential equations
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stochastic Euler procedure
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algorithm
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correlation functions
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numerical results
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0.9633294
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0.9626429
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0.96029145
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0.9526112
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0.94792056
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