TY - JOUR T1 - Spectral Method for Nonlinear Stochastic Partial Differential Equations of Elliptic Type JO - Numerical Mathematics: Theory, Methods and Applications VL - 1 SP - 38 EP - 52 PY - 2011 DA - 2011/04 SN - 4 DO - http://doi.org/10.4208/nmtma.2011.m99040 UR - https://global-sci.org/intro/article_detail/nmtma/5957.html KW - Stochastic differential equation, spectral method, error estimates, white noise. AB -

This paper is concerned with the numerical approximations of semi-linear stochastic partial differential equations of elliptic type in multi-dimensions. Convergence analysis and error estimates are presented for the numerical solutions based on the spectral method. Numerical results demonstrate the good performance of the spectral method.