Stochastic diffusion problems: comparison between Euler-Maruyama and Runge-Kutta schemes. (English)
J. Numer. Math. Stoch. 1, No. 1, 65-76 (2009).
1
Method of lines for stochastic boundary-value problems with additive noise. (English)
Appl. Math. Comput. 199, No. 1, 301-314 (2008).
2
Method of lines for stochastic boundary-value problems with additive noise (English)
Applied Mathematics and Computation 199, No. 1, 301-314 (2008).
3
Wick-stochastic finite element solution of reaction-diffusion problems. (English)
J. Comput. Appl. Math. 203, No. 2, 516-532 (2007).
4
Start
Contact
Print
General Help
