Numerical Solution of the Dirichlet Problem for Linear Parabolic SPDEs Based on Averaging over Characteristics (Q3015683)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical Solution of the Dirichlet Problem for Linear Parabolic SPDEs Based on Averaging over Characteristics |
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Numerical Solution of the Dirichlet Problem for Linear Parabolic SPDEs Based on Averaging over Characteristics (English)
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13 July 2011
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mean-square and almost sure convergence
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Monte Carlo technique
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first boundary value problem
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Dirichlet problem
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linear parabolic stochastic partial differential equations
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numerical experiments
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