شماره ركورد كنفرانس :
4303
عنوان مقاله :
Analysis of the stability and convergence of a finite difference approximation for stochastic Burger s equation
پديدآورندگان :
Namjoo MEHRAN namjoo@vru.ac.ir Vali-e-Asr University of Rafsanjan , Mohebbian ALI a.mohebbiyan@stu.vru.ac.ir Vali-e-Asr University of Rafsanjan
كليدواژه :
stochastic partial differential equations , stochastic finite difference scheme , stability , consistency , stochastic Lax , Richtmyer
عنوان كنفرانس :
پنجمين سمينار ملي آناليز تابعي و كاربردهاي آن
چكيده فارسي :
In this paper, an implicit finite difference scheme is proposed for the numerical solution of stochastic Burger s equation of It\^{o} type. The consistency, stability and convergence of the scheme is analyzed.
