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Analysis of the stability and convergence of a finite difference approximation for stochastic partial differential equations | ||
| Computational Methods for Differential Equations | ||
| مقاله 2، دوره 7، شماره 3، مهر 2019، صفحه 334-358 اصل مقاله (1.06 M) | ||
| نوع مقاله: Research Paper | ||
| نویسندگان | ||
| Mehran Namjoo* ؛ Ali Mohebbian | ||
| Department of Mathematics, Vali-e-Asr University of Rafsanjan, Rafsanjan, Iran | ||
| چکیده | ||
| In this paper, an implicit finite difference scheme is proposed for the numerical solution of stochastic partial differential equations (SPDEs) of Ito type. The consistency, stability and convergence of the scheme is analyzed. Numerical experiments are included to show the efficiency of the scheme. | ||
| کلیدواژهها | ||
| Stochastic partial differential equations؛ Stochastic finite difference scheme؛ Stability؛ Consistency؛ Convergence | ||
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آمار تعداد مشاهده مقاله: 533 تعداد دریافت فایل اصل مقاله: 433 |
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