Stochastic Partial Differential Equation (SPDE)
(Redirected from Stochastic PDE)
A Stochastic Partial Differential Equation (SPDE) is a partial differential equation that use random force terms and random force coefficients.
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- Counter-Example(s):
- See: Spatial Analysis, Stochastic Differential Equations, Quantum Field Theory, Statistical Mechanics.
References
2020
- (Wikipedia, 2020) ⇒ https://en.wikipedia.org/wiki/stochastic_partial_differential_equation Retrieved:2020-9-11.
- Stochastic partial differential equations (SPDEs) generalize partial differential equations via random force terms and coefficients, in the same way ordinary stochastic differential equations generalize ordinary differential equations.
They have relevance to quantum field theory, statistical mechanics, and spatial modeling.
- Stochastic partial differential equations (SPDEs) generalize partial differential equations via random force terms and coefficients, in the same way ordinary stochastic differential equations generalize ordinary differential equations.