Convergence of a method based on the exponential integrator and Fourier spectral discretization for stiff stochastic PDEs
Author:
Affiliation:
1. Department of Applied MathematicsTarbiat Modares University Tehran Iran
Publisher
Wiley
Subject
General Engineering,General Mathematics
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1002/mma.5290
Reference35 articles.
1. Stochastic vortex dynamics in two-dimensional easy-plane ferromagnets: Multiplicative versus additive noise
2. The modified dual reciprocity boundary elements method and its application for solving stochastic partial differential equations
3. Numerical solution of stochastic elliptic partial differential equations using the meshless method of radial basis functions
4. Meshless simulation of stochastic advection–diffusion equations based on radial basis functions
5. Spectral collocation method for stochastic Burgers equation driven by additive noise
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