Title of article
Numerical solutions for a class stochastic partial differential equations
Author/Authors
Karami ، Mehdi Department of Mathematics - Vali-e-Asr University of Rafsanjan , Mohebbian ، Ali Department of Mathematics - Vali-e-Asr University of Rafsanjan , Razaghian ، Sudeh Department of Mathematics - Vali-e-Asr University of Rafsanjan , Namjoo ، Mehran Department of Mathematics - Vali-e-Asr University of Rafsanjan , Aminian ، Mehran Department of Mathematics - Vali-e-Asr University of Rafsanjan
From page
357
To page
382
Abstract
The aim of this manuscript is to introduce and analyze a stochastic finite difference scheme for Ito stochastic partial differential equations. We also discuss the consistency, stability, and convergence for the stochastic finite difference scheme. The numerical simulations obtained from the proposed stochastic finite difference scheme show the efficiency of the suggested stochastic finite difference scheme.
Keywords
Stochastic partial differential equations , Stochastic finite difference scheme , Stability , Consistency , Convergence
Journal title
Journal of Mahani Mathematical Research Center
Journal title
Journal of Mahani Mathematical Research Center
Record number
2756657
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