Results 11 to 20 of about 987 (227)
Split-step collocation methods for stochastic Volterra integral equations [PDF]
Journal of Integral Equations and Applications, 2018 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Yilong Xiao, Jiankang Shi, Zhiwei Yang
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Probabilistic collocation method for flow in porous media: Comparisons with other stochastic methods [PDF]
Water Resources Research, 2007 Heng Li, Dongxiao Zhang
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SPARSE GRID STOCHASTIC COLLOCATION METHOD FOR STOCHASTIC BURGERS EQUATION
Journal of the Korean Mathematical Society, 2017 Hyung‐Chun Lee, Nam Yun
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A numerical approach to solve the stochastic Allen-Cahn equation of fractional order [PDF]
Mathematics and Computational Sciences, 2021 In this paper, we employ a collocation method based on Legendre polynomials (LPs) to solve the time-fractional stochastic Allen-Cahn equation. This method is applied to convert the solution of this stochastic equation to the solution of a nonlinear ...
Afshin Babaei, Seddigheh Banihashemi
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A multilevel stochastic collocation method for SPDEs [PDF]
AIP Conference Proceedings, 2015 We present a multilevel stochastic collocation method that, as do multilevel Monte Carlo methods, uses a hierarchy of spatial approximations to reduce the overall computational complexity when solving partial differential equations with random inputs.
Max Gunzburger +3 more
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Multi-quadric collocation model of horizontal crustal movement [PDF]
Solid Earth, 2016 To establish the horizontal crustal movement velocity field of the Chinese mainland, a Hardy multi-quadric fitting model and collocation are usually used.
G. Chen, A. Zeng, F. Ming, Y. Jing
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Известия Иркутского государственного университета: Серия "Математика", 2022 The polynomial spline collocation method is proposed for solution of Volterra integral equations of the first kind with special piecewise continuous kernels.
Aleksandr Tynda +2 more
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Fully Legendre spectral collocation technique for stochastic heat equations
Open Physics, 2021 For the stochastic heat equation (SHE), a very accurate spectral method is considered. To solve the SHE, we suggest using a shifted Legendre Gauss–Lobatto collocation approach in combination with a shifted Legendre Gauss–Radau collocation technique.
Abdelkawy Mohamed A. +3 more
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Risks, 2022 We propose an accurate data-driven numerical scheme to solve stochastic differential equations (SDEs), by taking large time steps. The SDE discretization is built up by means of the polynomial chaos expansion method, on the basis of accurately determined
Shuaiqiang Liu +2 more
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