Stationary in distributions of numerical solutions for stochastic partial differential equations with Markovian switching (Q370188): Difference between revisions
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| Property / author: Yi Shen / rank | |||
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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. | |||
| Property / review text: 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. / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60H15 / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60H35 / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 35R11 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6209430 / rank | |||
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| Property / zbMATH Keywords | |||
stochastic partial differential equations | |||
| Property / zbMATH Keywords: stochastic partial differential equations / rank | |||
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| Property / zbMATH Keywords | |||
Markovian switching | |||
| Property / zbMATH Keywords: Markovian switching / rank | |||
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| Property / zbMATH Keywords | |||
Euler-Maruyama scheme | |||
| Property / zbMATH Keywords: Euler-Maruyama scheme / rank | |||
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Revision as of 12:37, 28 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stationary in distributions of numerical solutions for stochastic partial differential equations with Markovian switching |
scientific article |
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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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