A Taylor expansion approach for solving partial differential equations with random Neumann boundary conditions

DOI10.1016/j.amc.2011.03.137zbMath1220.65007OpenAlexW2151831212MaRDI QIDQ555339

Shengqiang Xu, Jin-qiao Duan

Publication date: 22 July 2011

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

Full work available at URL: https://doi.org/10.1016/j.amc.2011.03.137

zbMATH Keywords

nonlinear parabolic equationnumerical examplessine-Gordon equationnonlinear hyperbolic equationimpact of boundary noiserandom boundary conditionsreal Ginzburg-Landau equationstochastic Taylor expansion methods

Mathematics Subject Classification ID

Series solutions to PDEs (35C10) PDEs in connection with quantum mechanics (35Q40) 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) Ginzburg-Landau equations (35Q56)

Related Items

Amplitude equation for the stochastic reaction-diffusion equations with random Neumann boundary conditions, Numerical solution of the Burgers equation with Neumann boundary noise, A mild Itô formula for SPDEs

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