Numerical solution of kinetic SPDEs via stochastic Magnus expansion.

Kevin Kamm Stefano Pagliarani Andrea Pascucci

Published in: Math. Comput. Simul. (2023)

Keyphrases

numerical solution
monte carlo
partial differential equations
differential equations
low order
finite element
exact solution
ordinary differential equations
finite element method
numerical methods
pattern recognition
computer vision
finite difference