TY - JOUR
T1 - Spectral Method for Nonlinear Stochastic Partial Differential Equations of Elliptic Type
AU - Yanzhao Cao & Li Yin
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 - <p style="text-align: justify;">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.</p>