Wick–Malliavin approximation to nonlinear stochastic partial differential equations: analysis and simulations

DOI10.1098/rspa.2013.0001zbMath1371.60108OpenAlexW2108937921MaRDI QIDQ5362177

Daniele Venturi, Xiaoliang Wan, Remigijus Mikulevičius, Boris L. Rosovskii, George Em. Karniadakis

Publication date: 29 September 2017

Published in: Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1098/rspa.2013.0001

Mathematics Subject Classification ID

White noise theory (60H40) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Series expansions (e.g., Taylor, Lidstone series, but not Fourier series) (41A58)

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