"A dynamically bi-orthogonal method for time-dependent stochastic partial ..."

Mulin Cheng, Thomas Y. Hou, Zhiwen Zhang (2013)

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DOI: 10.1016/J.JCP.2013.02.033

access: closed

type: Journal Article

metadata version: 2024-11-28

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Mulin Cheng, Thomas Y. Hou, Zhiwen Zhang:
A dynamically bi-orthogonal method for time-dependent stochastic partial differential equations I: Derivation and algorithms. J. Comput. Phys. 242: 843-868 (2013)

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