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.
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