full
search.png

Search

close.png

Cancel

arrow
Volume 4, Issue 1
Spectral Method for Nonlinear Stochastic Partial Differential Equations of Elliptic Type

Yanzhao Cao & Li Yin

DOI: 10.4208/nmtma.2011.m99040

Numer. Math. Theor. Meth. Appl., 4 (2011), pp. 38-52.

Published online: 2011-04

Preview Full PDF 3515 33645

Cited by

google scholar semantic scholar
Export citation
  • 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.

  • Keywords

Stochastic differential equation, spectral method, error estimates, white noise.

  • AMS Subject Headings

65N35, 65N15, 65C30, 60H15

  • Copyright

COPYRIGHT: © Global Science Press

  • Email address
  • BibTex
  • RIS
  • TXT
@Article{NMTMA-4-38, author = {Yanzhao Cao and Li Yin}, title = {Spectral Method for Nonlinear Stochastic Partial Differential Equations of Elliptic Type}, journal = {Numerical Mathematics: Theory, Methods and Applications}, year = {2011}, volume = {4}, number = {1}, pages = {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.

}, issn = {2079-7338}, doi = {https://doi.org/10.4208/nmtma.2011.m99040}, url = {http://global-sci.org/intro/article_detail/nmtma/5957.html} }
TY - JOUR T1 - Spectral Method for Nonlinear Stochastic Partial Differential Equations of Elliptic Type AU - Yanzhao Cao & Li Yin JO - Numerical Mathematics: Theory, Methods and Applications VL - 1 SP - 38 EP - 52 PY - 2011 DA - 2011/04 SN - 4 DO - http://doi.org/10.4208/nmtma.2011.m99040 UR - https://global-sci.org/intro/article_detail/nmtma/5957.html KW - Stochastic differential equation, spectral method, error estimates, white noise. AB -

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.

Yanzhao Cao and Li Yin. (2011). Spectral Method for Nonlinear Stochastic Partial Differential Equations of Elliptic Type. Numerical Mathematics: Theory, Methods and Applications. 4 (1). 38-52. doi:10.4208/nmtma.2011.m99040
Copy to clipboard
BibteX RIS TXT
The citation has been copied to your clipboard