Wavelets Galerkin method for solving stochastic heat equation

DOI10.1080/00207160.2015.1067311zbMath1356.65018OpenAlexW2190573361MaRDI QIDQ2957743

Ghasem Barid Loghmani, Carlo Cattani, Mohammad Heydari, Mohammad Reza Hooshmandasl

Publication date: 27 January 2017

Published in: International Journal of Computer Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207160.2015.1067311

zbMATH Keywords

collocation methodGalerkin methodnumerical examplesstochastic partial differential equationsstochastic heat equationstochastic operational matrixBrownian motion processsecond kind Chebyshev wavelets

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) General theory of functional-differential equations (34K05) 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)

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