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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 1990, Volume 30, Number 8, Pages 1170–1179 (Mi zvmmf3216)  
This article is cited in 7 scientific papers (total in 7 papers)

Digital simulation of evolutionary stochastic differential equations

Yu. G. Bulychev, S. A. Pogonyshev

Rostov-on-Don
Full-text PDF (1049 kB) Citations (7)
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Abstract: Euler, Euler–Cauchy, and Runge–Kutta difference schemes and fast Fourier transform procedures are used to develop efficient methods for the digital simulation of evolutionary stochastic partial differential equations that ensure the desired computational accuracy at minimum cost. Bounds of the computation errors are given.
Received: 26.06.1989
Revised: 31.01.1990
English version:
USSR Computational Mathematics and Mathematical Physics, 1990, Volume 30, Issue 4, Pages 143–149
DOI: https://doi.org/10.1016/0041-5553(90)90056-X
Bibliographic databases:
Document Type: Article
UDC: 519.676
MSC: Primary 65C99; Secondary 65M06, 60H15, 35R60
Language: Russian
Citation: Yu. G. Bulychev, S. A. Pogonyshev, “Digital simulation of evolutionary stochastic differential equations”, Zh. Vychisl. Mat. Mat. Fiz., 30:8 (1990), 1170–1179; U.S.S.R. Comput. Math. Math. Phys., 30:4 (1990), 143–149
Citation in format AMSBIB
\Bibitem{BulPog90}
\by Yu.~G.~Bulychev, S.~A.~Pogonyshev
\paper Digital simulation of evolutionary stochastic differential equations
\jour Zh. Vychisl. Mat. Mat. Fiz.
\yr 1990
\vol 30
\issue 8
\pages 1170--1179
\mathnet{http://mi.mathnet.ru/zvmmf3216}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1074162}
\zmath{https://zbmath.org/?q=an:0706.65158}
\transl
\jour U.S.S.R. Comput. Math. Math. Phys.
\yr 1990
\vol 30
\issue 4
\pages 143--149
\crossref{https://doi.org/10.1016/0041-5553(90)90056-X}
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    • This publication is cited in the following 7 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Журнал вычислительной математики и математической физики Computational Mathematics and Mathematical Physics
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    References:70
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