Numerical Analysis of the Stochastic Moving Boundary Problem

DOI10.1080/07362994.2012.704847zbMath1267.60078OpenAlexW2088813566MaRDI QIDQ3145060

Richard B. Sowers, Kunwoo Kim

Publication date: 13 December 2012

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362994.2012.704847

zbMATH Keywords

finite difference methodtruncationEuler-Maruyama schemestochastic moving boundary problem

Mathematics Subject Classification ID

Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Free boundary problems for PDEs (35R35)

Related Items (1)

A Stefan-type stochastic moving boundary problem

Cites Work

• Existence of strong solutions for stochastic porous media equation under general monotonicity conditions
• The two phase stochastic Stefan problem
• Weak solutions to stochastic porous media equations
• On the stochastic porous medium equation
• An Algorithmic Introduction to Numerical Simulation of Stochastic Differential Equations
• Homogenization of one-phase Stefan-type problems in periodic and random media
• A Free-Boundary Problem for the Heat Equation Arising in Flame Propagation
• Strong Solutions of Stochastic Generalized Porous Media Equations: Existence, Uniqueness, and Ergodicity
• Homogenization and flame propagation in periodic excitable media: The asymptotic speed of propagation
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