Spectral Method for Nonlinear Stochastic Partial Differential Equations of Elliptic Type  

作　　者：Yanzhao Cao Li Yin 

机构地区：[1]Department of Mathematics,Auburn University,Auburn,AL 36849,USA [2]LCP,Institute of Applied Physics and Computational Mathematics,Beijing 100088,China

出　　处：《Numerical Mathematics(Theory,Methods and Applications)》2011年第1期38-52,共15页高等学校计算数学学报（英文版）

基　　金：This work is supported by the National Natural Science Foundation of China(10701014,10871029);a grant from the Laboratory of Computational Physics,and the Foundation of China Academy of Engineering Physics;The authors thank the anonymous referees for helpful comments which improve the presentation of the paper.

摘　　要：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.

关 键 词：Stochastic differential equation spectral method error estimates white noise 

分 类 号：O17[理学—数学]