The role of coefficients of a general SPDE on the stability and convergence of a finite difference method

DOI10.1016/j.cam.2010.02.018zbMath1201.65012OpenAlexW1993700123MaRDI QIDQ972748

Minoo Kamrani, Mohammed Hosseini Ali Abadi

Publication date: 21 May 2010

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2010.02.018

zbMATH Keywords

stabilityconsistencystochastic partial differential equationsmean square stabilitystochastic Lax-Richtmyer

Mathematics Subject Classification ID

Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Numerical solutions to stochastic differential and integral equations (65C30)

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