Numerical solution of stochastic linear heat conduction problem by using new algorithms

DOI10.1016/j.amc.2003.10.054zbMath1067.65009OpenAlexW2088181760MaRDI QIDQ1774921

Niranjan Chakravarthy

Publication date: 4 May 2005

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2003.10.054

zbMATH Keywords

Numerical stochasticStochastic heat conduction problemStochastic integral equations

Mathematics Subject Classification ID

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)

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