An approximation of semigroups method for stochastic parabolic equations

DOI10.1155/2012/684248zbMath1259.65003WikidataQ58695878 ScholiaQ58695878MaRDI QIDQ1938273

Allaberen Ashyralyev, Mehmet Emin San

Publication date: 4 February 2013

Published in: Abstract and Applied Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2012/684248

zbMATH Keywords

convergence; numerical examples; stochastic parabolic equations; nonlocal-boundary value problem; single-step difference scheme

Mathematics Subject Classification ID

65M12: Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

35R60: PDEs with randomness, stochastic partial differential equations

60H35: Computational methods for stochastic equations (aspects of stochastic analysis)

65C30: Numerical solutions to stochastic differential and integral equations

35K10: Second-order parabolic equations