Numerical Methods for Stochastic Partial Differential Equations with White Noise - 196 (1st ed. 2017 edition.)

This book covers numerical methods for stochastic partial differential equations with white noise using the framework of Wong-Zakai approximation.

In addition, stochastic Euler equations are exploited as an application of stochastic collocation methods, where a numerical comparison with other integration methods in random space is made.