Numerical solution of the Stratonovich- and Ito-Euler equations: Application to the stochastic piston problem.
Zhongqiang ZhangXiu YangGuang LinGeorge E. KarniadakisPublished in: J. Comput. Phys. (2013)
Keyphrases
- numerical solution
- differential equations
- boundary value problem
- partial differential equations
- nonlinear equations
- finite difference
- ordinary differential equations
- numerical methods
- exact solution
- difference equations
- multiscale
- linear systems
- finite element
- dynamical systems
- mathematical model
- active contours
- higher order
- lower bound