Numerical integration of stochastic partial differential equations (Q1923720)

From MaRDI portal





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)
    0 references
    0 references
    0 references
    27 January 1997
    0 references
    diffusion equation
    0 references
    stochastic partial differential equations
    0 references
    system of stochastic ordinary differential equations
    0 references
    stochastic Euler procedure
    0 references
    algorithm
    0 references
    correlation functions
    0 references
    numerical results
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references