Back to Search
Start Over
Fully Legendre spectral collocation technique for stochastic heat equations
- Source :
- Open Physics, Vol 19, Iss 1, Pp 921-931 (2021)
- Publication Year :
- 2021
- Publisher :
- De Gruyter, 2021.
-
Abstract
- 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.
- Subjects :
- quadrature
stochastic heat equation
collocation method
Physics
QC1-999
Subjects
Details
- Language :
- English
- ISSN :
- 23915471
- Volume :
- 19
- Issue :
- 1
- Database :
- Directory of Open Access Journals
- Journal :
- Open Physics
- Publication Type :
- Academic Journal
- Accession number :
- edsdoj.10118087d7c74807aa398a3a73dccd76
- Document Type :
- article
- Full Text :
- https://doi.org/10.1515/phys-2021-0073