44 search results - page 1 / 9 » Numerical Approximation of Parabolic Stochastic Partial Diff... |
DAGSTUHL
2004
13 years 6 months ago
2004
The topic of the talk were the time approximation of quasi linear stochastic partial differential equations of parabolic type. The framework were in the setting of stochastic evolu...
MOC
2000
13 years 4 months ago
2000
The probabilistic approach is used for constructing special layer methods to solve the Cauchy problem for semilinear parabolic equations with small parameter. Despite their probabi...
9
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AMC
2006
13 years 4 months ago
2006
A numerical method based on an integro-differential formulation and approximation by local interpolating functions is proposed for solving a one-dimensional parabolic partial diff...
CDC
2008
IEEE
13 years 11 months ago
2008
IEEE
— In this paper we illustrate how sensitivities can be used to provide a practical precursor to dynamic transitions and numerical uncertainty in parameterized nonlinear parabolic...
SIAMREV
2010
12 years 11 months ago
2010
In this paper we propose and analyze a Stochastic-Collocation method to solve elliptic Partial Differential Equations with random coefficients and forcing terms (input data of the...