Implicit scheme for quasi-linear parabolic partial differential equations perturbed by space-time white noise (Q1899255): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Created claim: Wikidata QID (P12): Q127957488, #quickstatements; #temporary_batch_1722800730878 |
||
(One intermediate revision by one other user not shown) | |||
Property / cites work | |||
Property / cites work: On stochastic equations with respect to semimartingales I.<sup>†</sup> / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: On quasi-linear stochastic partial differential equations / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q3747436 / rank | |||
Normal rank | |||
Property / Wikidata QID | |||
Property / Wikidata QID: Q127957488 / rank | |||
Normal rank |
Latest revision as of 21:47, 4 August 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Implicit scheme for quasi-linear parabolic partial differential equations perturbed by space-time white noise |
scientific article |
Statements
Implicit scheme for quasi-linear parabolic partial differential equations perturbed by space-time white noise (English)
0 references
20 February 1996
0 references
This paper presents an implicit method for approximating the solution of an initial-boundary value problem for the stochastic nonhomogeneous heat equation and then gives a proof that under certain conditions the approximate solutions generated by the method converge in probability to the actual solution.
0 references
convergence in probability
0 references
approximating the solution of an initial- boundary value problem
0 references
stochastic nonhomogeneous heat equation
0 references