Stationary in distributions of numerical solutions for stochastic partial differential equations with Markovian switching (Q370188): Difference between revisions
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Revision as of 13:58, 12 February 2024
scientific article
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| English | Stationary in distributions of numerical solutions for stochastic partial differential equations with Markovian switching |
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Stationary in distributions of numerical solutions for stochastic partial differential equations with Markovian switching (English)
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19 September 2013
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Summary: We investigate a class of stochastic partial differential equations with Markovian switching. Using the Euler-Maruyama scheme both in time and in space of mild solutions, we derive sufficient conditions for the existence and uniqueness of the stationary distributions of numerical solutions. Finally, one example is given to illustrate the theory.
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stochastic partial differential equations
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Markovian switching
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Euler-Maruyama scheme
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