Predictor-corrector pseudospectral methods for stochastic partial differential equations with additive white noise

DOI10.1016/j.amc.2011.09.038zbMath1244.65006OpenAlexW2069639213MaRDI QIDQ426443

Rafael Gallego

Publication date: 11 June 2012

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

Full work available at URL: https://doi.org/10.1016/j.amc.2011.09.038

zbMATH Keywords

Fourier transformnumerical resultsstochastic partial differential equationspseudospectral methodsfinite-difference schemesgrowth modelsKardar-Parisi-Zhang equationLai-Das Sarma-Villain equations

Mathematics Subject Classification ID

Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) 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)

Related Items

Kinetic roughening in the nonlocal Kardar-Parisi-Zhang growth: pseudospectral versus finite difference schemes, Improved finite-difference and pseudospectral schemes for the Kardar-Parisi-Zhang equation with long-range temporal correlations, The nonequilibrium potential today: a short review, Universal behaviour of \((2+1)\)-dimensional stochastic equations for epitaxial growth processes

Uses Software

• FFTW

Cites Work

• Higher-order implicit strong numerical schemes for stochastic differential equations
• Convergence of the spectral method for stochastic Ginzburg-Landau equation driven by space-time white noise
• Dynamic Scaling of Growing Interfaces
• Comments on "Method of flow graph simplification for the 16-point discrete Fourier Transform"
• Spectral Methods
• The automatic integration of ordinary differential equations
• Unnamed Item
• Unnamed Item
• Unnamed Item