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Numerical solution of stochastic partial differential equations using a collocation method - MaRDI portal

Numerical solution of stochastic partial differential equations using a collocation method (Q2805139)

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scientific article; zbMATH DE number 6578567
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Numerical solution of stochastic partial differential equations using a collocation method
scientific article; zbMATH DE number 6578567

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    Numerical solution of stochastic partial differential equations using a collocation method (English)
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    10 May 2016
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    stochastic partial differential equation
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    spectral collocation method
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    additive noise
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    convergence
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