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A partial differential equation that describes diffusion phenomena.

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For a project I'm doing, I have to numerically solve a nonlinear parabolic stochastic partial differential equation, of the form $$ u_t = u_{xx} + f(u)(u_x)^2 + a(u) + b(u)W(t, x), $$ where primes a …
asked Feb 17 '20 by Zathorix
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As it turns out, the $(u_x)^2$ term is ill-defined due to the irregularity of $u$, which is caused by the space-time white noise. This causes discrete approximations to converge to solutions to differ …
answered Mar 4 '20 by Zathorix