Numerical approximation of multiplicative SPDEs
DOI10.1080/00207160.2012.735664zbMath1258.35212OpenAlexW2055466226MaRDI QIDQ4902868
Publication date: 18 January 2013
Published in: International Journal of Computer Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207160.2012.735664
stochastic partial differential equationsSwift-Hohenberg equationmultiplicative noisepinning regionstochastic exponential time differencing
Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)
Related Items (1)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Defect-mediated snaking: a new growth mechanism for localized structures
- The exponential integrator scheme for stochastic partial differential equations: Pathwise error bounds
- Snakes and ladders: localized states in the Swift-Hohenberg equation
- Snaking of radial solutions of the multi-dimensional Swift-Hohenberg equation: a numerical study
- Semigroups of linear operators and applications to partial differential equations
- Lattice approximations for stochastic quasi-linear parabolic partial differential equations driven by space-time white noise. I
- Lattice approximations for stochastic quasi-linear parabolic partial differential equations driven by space-time white noise. II
- Traveling waves in a nonlinearly suspended beam: Theoretical results and numerical observations
- Cellular buckling in long structures
- Stable patterns for fourth-order parabolic equations
- Approximation for semilinear stochastic evolution equations
- A concise course on stochastic partial differential equations
- Overcoming the order barrier in the numerical approximation of stochastic partial differential equations with additive space–time noise
- Numerical methods for stochastic parabolic PDEs
- Time-discretised Galerkin approximations of parabolic stochastic PDE's
- Finite element and difference approximation of some linear stochastic partial differential equations
- Convergence of numerical schemes for the solution of parabolic stochastic partial differential equations
- A numerical scheme for stochastic PDEs with Gevrey regularity
- Postprocessing for Stochastic Parabolic Partial Differential Equations
- Galerkin Finite Element Methods for Stochastic Parabolic Partial Differential Equations
- On the discretization in time of parabolic stochastic partial differential equations
- Spatial patterns. Higher order models in physics and mechanics
This page was built for publication: Numerical approximation of multiplicative SPDEs
