The approximate solution of one dimensional stochastic evolution equations by meshless methods

DOI10.22124/JMM.2021.18683.1598OpenAlexW3142260615MaRDI QIDQ5080084

Mahdi Jalili, Rezvan Salehi

Publication date: 31 May 2022

Full work available at URL: https://jmm.guilan.ac.ir/article_4687_bf6a9185228471f4c586859c2261fc55.pdf

zbMATH Keywords

radial basis functionstochastic partial differential equationreproducing kernel Hilbert spaceGaussian random fieldregularized Kansa collocation

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Special processes (60K99) Linear differential equations in abstract spaces (34G10) Numerical analysis (65-XX)

Cites Work

• Unnamed Item
• Unnamed Item
• Multiquadrics - a scattered data approximation scheme with applications to computational fluid-dynamics. I: Surface approximations and partial derivative estimates
• The numerical approximation of stochastic partial differential equations
• Method of lines for stochastic boundary-value problems with additive noise
• Numerical solution of stochastic elliptic partial differential equations using the meshless method of radial basis functions
• Meshless simulation of stochastic advection-diffusion equations based on radial basis functions
• The modified dual reciprocity boundary elements method and its application for solving stochastic partial differential equations
• Solving differential equations with radial basis functions: Multilevel methods and smoothing
• Wiener chaos expansions and numerical solutions of randomly forced equations of fluid mechanics
• A meshless method based on the dual reciprocity method for one-dimensional stochastic partial differential equations
• Kernel-Based Collocation Methods Versus Galerkin Finite Element Methods for Approximating Elliptic Stochastic Partial Differential Equations
• An Introduction to Computational Stochastic PDEs
• Approximation of stochastic partial differential equations by a kernel-based collocation method
• A randomized and fully discrete Galerkin finite element method for semilinear stochastic evolution equations
• Linear integral equations
• Scattered Data Approximation

This page was built for publication: The approximate solution of one dimensional stochastic evolution equations by meshless methods