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Analytic-numerical approximating processes of diffusion equation with data uncertainty. (English) Zbl 1078.65005

Analytic series solutions of the problem are obtained. At the same time, numerical estimations of the solutions are presented for different examples.

MSC:

65C30 Numerical solutions to stochastic differential and integral equations
60H15 Stochastic partial differential equations (aspects of stochastic analysis)
35K05 Heat equation
35R60 PDEs with randomness, stochastic partial differential equations
60H35 Computational methods for stochastic equations (aspects of stochastic analysis)
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References:

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