摘要
This paper is concerned with the numerical approximations of semi-linear stochastic partial differential equations of elliptic type in multi-dimensions.Convergence analysis and error estimates are presented for the numerical solutions based on the spectral method.Numerical results demonstrate the good performance of the spectral method.
基金
This work is supported by the National Natural Science Foundation of China(10701014,10871029)
a grant from the Laboratory of Computational Physics,and the Foundation of China Academy of Engineering Physics
The authors thank the anonymous referees for helpful comments which improve the presentation of the paper.