Fully Legendre spectral collocation technique for stochastic heat equations

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Tarih

2021

Dergi Başlığı

Dergi ISSN

Cilt Başlığı

Yayıncı

De Gruyter

Erişim Hakkı

info:eu-repo/semantics/openAccess

Özet

For the stochastic heat equation (SHE), a very accurate spectral method is considered. To solve the SHE, we suggest using a shifted Legendre Gauss–Lobatto collocation approach in combination with a shifted Legendre Gauss–Radau collocation technique. A comprehensive theoretical formulation is offered, together with numerical examples, to demonstrate the technique’s performance and competency. The scheme’s superiority in tackling the SHE is demonstrated.

Açıklama

Anahtar Kelimeler

quadrature, stochastic heat equation, collocation method

Kaynak

Open Physics

WoS Q Değeri

Q3

Scopus Q Değeri

N/A

Cilt

19

Sayı

21

Künye