On a perturbation method for stochastic parabolic PDE
Peter L. Polyakov

TL;DR
This paper examines a perturbation method for solving linear stochastic parabolic PDEs, focusing on constructing the perturbation series and analyzing its convergence to improve solution accuracy.
Contribution
It advances the understanding of the perturbation method by addressing key issues in series construction and convergence analysis for stochastic PDEs.
Findings
Improved perturbation series construction techniques
Convergence conditions for the perturbation method
Enhanced accuracy in solving stochastic parabolic PDEs
Abstract
In the article we address two issues related to the perturbation method introduced by Zhang and Lu, and applied to solving linear stochastic parabolic PDE. Those issues are: the construction of the perturbation series, and its convergence.
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Taxonomy
TopicsAdvanced Mathematical Modeling in Engineering · Differential Equations and Numerical Methods · Numerical methods in inverse problems
