Robust algorithms for solving stochastic partial differential equations

Journal of Computational Physics

Volumn 132, Issue 2, 1997, Pages 312-326

  Werner, M J ^a   Drummond, P D ^b  

^a NTT Basic Research Laboratories   (Japan)

^b UNIVERSITY OF QUEENSLAND   (Australia)

Author keywords

[No Author keywords available]

Indexed keywords

HAMILTONIANS; NONLINEAR EQUATIONS; PARTIAL DIFFERENTIAL EQUATIONS; SHOT NOISE; STATISTICAL MECHANICS; STOCHASTIC SYSTEMS;

ALGORITHM FOR SOLVING; CORRELATION FUNCTION; DIFFERENCE ALGORITHMS; FIELD EQUATION; NUMERICAL SOLUTION; ROBUST ALGORITHM; SEMI-IMPLICIT; STOCHASTIC FIELD; STOCHASTIC PARABOLIC PARTIAL DIFFERENTIAL EQUATIONS; STOCHASTIC PARTIAL DIFFERENTIAL EQUATION;

PARALLEL ARCHITECTURES;

EID: 0031116254     PISSN: 00219991     EISSN: None     Source Type: Journal    
DOI: 10.1006/jcph.1996.5638     Document Type: Article

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