Robust Algorithms for Solving Stochastic
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M.J. Werner; P.D. Drummond
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Article
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1997
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Elsevier Science
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English
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nonlinear evolution, and B is the M ฯซ N dimensional noise term, which is a functional of , and multiplies an A robust semi-implicit central partial difference algorithm for the numerical solution of coupled stochastic parabolic partial differen-N dimensional real or complex Gaussian-distributed stot