Spectral Method for Nonlinear Stochastic Partial Differential Equations of Elliptic Type

Spectral Method for Nonlinear Stochastic Partial Differential Equations of Elliptic Type

Year:    2011

Numerical Mathematics: Theory, Methods and Applications, Vol. 4 (2011), Iss. 1 : pp. 38–52

Abstract

This paper is concerned with the numerical approximations of semi-linear stochastic partial differential equations of elliptic type in multi-dimensions. Convergence analysis and error estimates are presented for the numerical solutions based on the spectral method. Numerical results demonstrate the good performance of the spectral method.

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/10.4208/nmtma.2011.m99040

Numerical Mathematics: Theory, Methods and Applications, Vol. 4 (2011), Iss. 1 : pp. 38–52

Published online:    2011-01

AMS Subject Headings:   

Copyright:    COPYRIGHT: © Global Science Press

Pages:    15

Keywords:    Stochastic differential equation spectral method error estimates white noise.