Numerical solution of time-dependent stochastic partial differential equations using RBF partition of unity collocation method based on finite difference

DOI10.1016/j.enganabound.2019.03.013zbMath1464.65140OpenAlexW2930562583MaRDI QIDQ2420300

O. Chatrabgoun, Maryam Shafa, Mohsen Esmaeilbeigi

Publication date: 6 June 2019

Published in: Engineering Analysis with Boundary Elements (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.enganabound.2019.03.013

zbMATH Keywords

stochastic partial differential equationsmeshless methodsRBF collocationpartition of unity approximation

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75)

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Uses Software

• Matlab
• GaussQR

Cites Work

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