Galerkin Spectral Method of Stochastic Partial Differential Equations Driven by Multivariate Poisson Measure
A considerable body of prior research has been dedicated to devising efficient and high-order numerical methods for solving stochastic partial differential equations (SPDEs) driven by discrete or continuous random variables. The majority of these efforts have concentrated on introducing numerical ap...
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2024-01-01
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| Series: | Journal of Mathematics |
| Online Access: | http://dx.doi.org/10.1155/2024/9945531 |
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