Accurate stationary densities with partitioned numerical methods for stochastic partial differential equations

DOI10.1007/s40072-014-0032-8zbMath1315.65007OpenAlexW2060421832WikidataQ59899202 ScholiaQ59899202MaRDI QIDQ487672

Kevin Burrage, Grant Lythe

Publication date: 23 January 2015

Published in: Stochastic and Partial Differential Equations. Analysis and Computations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s40072-014-0032-8

zbMATH Keywords

stochastic partial differential equationscorrelation functionnumerical experimentstationary densitystochastic Runge-Kutta methodsleapfrog methodstime-stepping method

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) 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 (1)

On the numerical structure preservation of nonlinear damped stochastic oscillators

Uses Software

• S-ROCK

Cites Work

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