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A Numerical method for the semilinear stochastic transport equation

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Academic year: 2017

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Figure 1 shows a simple example concerning the performance of the proposed methods when integrating the equation (1) on [0 2] × [0 8] with b = x, σ(t) = 2, and initial condition u 0 (x) = e − 2(x−2)
Figura 1: Computational integration of equation (1) by the proposed method.

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