Publication:
Finite Difference Method for Stochastic Parabolic Equations

No Thumbnail Available
Date
2011
Authors
Şan, Mehmet Emin
Ashyralyev, Allaberen
Journal Title
Journal ISSN
Volume Title
Publisher
Amer Inst Physics, 2 Huntington Quadrangle, Ste 1No1, Melville, Ny 11747-4501 USA
Research Projects
Organizational Units
Journal Issue
Abstract

In the present paper the single step difference schemes for the multi-point non local-boundary value problems for the stochastic parabolic equation are presented. The convergence estimates for the solution of these difference schemes are established. In applications this abstract result permit us to obtain the convergence estimates for the solution of difference schemes for the numerical solution of multi-point non-local boundary value problems for parabolic equations. The theoretical statements for the solution of this difference schemes are supported by the results of numerical experiments.

Description
Keywords
Difference schemes , Stochastic parabolic equation , Convergence estimates
Citation