Spectral Methods: Algorithms, Analysis and Applications


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Publication Date Metadata Show full item record. Abstract Fourier spectral methods for solving stochastic space fractional partial differential equations driven by special additive noises in one-dimensional case are introduced and analyzed. The space fractional derivative is defined by using the eigenvalues and eigenfunctions of Laplacian subject to some boundary conditions. The space-time noise is approximated by the piecewise constant functions in the time direction and by some appropriate approximations in the space direction.

The approximated stochastic space fractional partial differential equations are then solved by using Fourier spectral methods. Our numerical algorithms can be adapted easily to solve other stochastic space fractional partial differential equations with multiplicative noises. Numerical examples for the semilinear stochastic space fractional partial differential equations are given.

Citation Liu, F. Journal of Computational Analysis and Applications, 24 2 , Publisher EudoxusPress. Journal Journal of Computational Analysis and Applications. Type Article.

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Language en. ISSN EISSN Collections Mathematics. Full view.


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Contributor Tang, T. Tao , Wang, Li-Lian. Bibliography Includes bibliographical references p. Contents Introduction.

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Spectral Methods: Algorithms, Analysis and Applications (Electronic book text)

This book provides a detailed presentation of basic spectral algorithms, as well as a systematical presentation of basic convergence theory and error analysis for spectral methods. Readers of this book will be exposed to a unified framework for designing and analyzing spectral algorithms for a variety of problems, including in particular high-order differential equations and problems in unbounded domains. The book contains a large number of figures which are designed to illustrate various concepts stressed in the book.

A set of basic matlab codes has been made available online to help the readers to develop their own spectral codes for their specific applications. Subject Spectral theory Mathematics Differential equations, partial. Bibliographic information. Browse related items Start at call number: QA S

Spectral Methods: Algorithms, Analysis and Applications
Spectral Methods: Algorithms, Analysis and Applications
Spectral Methods: Algorithms, Analysis and Applications
Spectral Methods: Algorithms, Analysis and Applications
Spectral Methods: Algorithms, Analysis and Applications
Spectral Methods: Algorithms, Analysis and Applications
Spectral Methods: Algorithms, Analysis and Applications
Spectral Methods: Algorithms, Analysis and Applications

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