- The Numerical Approximation of Stochastic Partial Differential ...🔍
- On forward|backward stochastic differential equations and related ...🔍
- LOCALIZED STOCHASTIC GALERKIN METHODS FOR ...🔍
- Stochastic finite element methods for partial differential equations ...🔍
- Stochastic Galerkin|collocation splitting for PDEs with random...🔍
- Stochastic Galerkin Reduced Basis Methods for Parametrized ...🔍
- A spectral method for stochastic fractional PDEs using ...🔍
- Generalized spectral decomposition method for solving stochastic ...🔍
Galerkin Spectral Method of Stochastic Partial Differential Equations ...
The Numerical Approximation of Stochastic Partial Differential ...
Wanner A semi-implicit spectral method for stochastic ... Yan Y.: Galerkin finite element methods for stochastic parabolic partial differential equations.
On forward-backward stochastic differential equations and related ...
A Chebyshev-Galerkin spectral method is used to solve Poisson type equation. C. General forward-backward SDEs of Markovian type. The third project in this ...
LOCALIZED STOCHASTIC GALERKIN METHODS FOR ...
For widely used stochastic Galerkin methods based on spectral stochastic finite element approximations, two main computational difficulties exist when solving ...
Stochastic finite element methods for partial differential equations ...
For this purpose several approaches have been developed, including intrusive approaches such as stochastic Galerkin methods, for which the ...
Stochastic Galerkin-collocation splitting for PDEs with random...
The linear part of the right-hand side is discretized by a stochastic Galerkin method in the stochastic variables and a pseudospectral method in ...
Stochastic Galerkin Reduced Basis Methods for Parametrized ...
We investigate convection–diffusion–reaction equations in the abstract framework of linear elliptic partial differential equations and revisit the concrete ...
A spectral method for stochastic fractional PDEs using ... - NASA ADS
Here, we consider a stochastic fractional diffusion-reaction equation and combine a Galerkin spectral method based on poly-fractonomials with the modal ...
Generalized spectral decomposition method for solving stochastic ...
Stochastic Galerkin methods have become a significant tool for the resolution of stochastic partial differential equations (SPDE).
Sparse approximate solutions to stochastic Galerkin equations
A generalized spectral decomposition technique to solve a class of linear stochastic partial differential equations, Comput. Methods Appl. Mech. Eng ...
10.3 Stochastic PDEs and random fields - Fiveable
Galerkin Approximations: Galerkin approximations are a mathematical technique used to convert continuous problems into discrete ones, primarily ...
Legendre spectral element and backward Euler methods for solving ...
Keywords: Stochastic partial differential equation, spectral element method, Legendre polynomials. 1. Introduction. 1.1. problem definition. We consider the ...
A stochastic collocation method for elliptic partial differential ...
Spectral Galerkin method (see e.g. [33]) where the ... Galerkin methods for linear and nonlinear elliptic stochastic partial differential equations.
Recent Developments in Spectral Stochastic Methods for the ... - OUCI
List of references · Adler RJ (1981) The geometry of random fields. · Babuška I, Liu K-M, Tempone R (2002) Solving stochastic partial differential equations based ...
Preconditioning Stochastic Galerkin Methods of Diffusion Problems ...
... spectral analyses are studied ... When solving stochastic partial differential equations with random coefficients, the stochastic Galerkin method ...
Introduction to Spectral Methods
element and finite-difference methods on the one hand and spectral methods on the ... Galerkin system, presented above, and M +1 additional equations for boundary.
Publications -- Jie Shen - Purdue Math
(with Changtao Sheng, Tao Tang, Li-Lian Wang and Huifang Yuan) Fast Fourier-like Mapped Chebyshev Spectral-Galerkin Methods for PDEs with Integral Fractional ...
Some approximation results for mild solutions of stochastic fractional ...
We illustrate the main result by considering a class of stochastic fractional order partial differential equations and space approximations performed by ...
Numerical methods for deterministic and stochastic fractional partial ...
spectral method to solve the stochastic space fractional partial differential equations. ... Galerkin method in time for solving Riesz ...
SPECTRWM: Spectral Random Walk Method for the Numerical ...
e.g., finite difference or spectral Galerkin methods [33, 34, 36]. ... Random Walk Method for the Numerical Solution of Stochastic Partial Differential Equations” ...
pySpectralPDE: Solver for Partial Differential Equations (PDEs) in its ...
pySpectralPDE is a Python package for solving the partial differential equations (PDEs) using spectral methods such as Galerkin and Collocation schemes. This ...