On Modified Crank–Nicholson Difference Schemes for Stochastic Parabolic Equation
From MaRDI portal
Publication:3506282
DOI10.1080/01630560801998138zbMath1151.60033OpenAlexW2047960275MaRDI QIDQ3506282
Publication date: 12 June 2008
Published in: Numerical Functional Analysis and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/01630560801998138
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Transition functions, generators and resolvents (60J35)
Related Items (9)
Modified Crank-Nicholson difference schemes for ultra-parabolic equations ⋮ An approximation of semigroups method for stochastic parabolic equations ⋮ The numerical approximation of stochastic partial differential equations ⋮ Stochastic consistency and stochastic stability in mean square sense for Cauchy advection problem ⋮ Numerical solution of stochastic hyperbolic equations ⋮ A stochastic local discontinuous Galerkin method for stochastic two-point boundary-value problems driven by additive noises ⋮ Spectral collocation method for stochastic Burgers equation driven by additive noise ⋮ A note on single-step difference scheme for the solution of stochastic differential equation ⋮ Compact finite difference method to numerically solving a stochastic fractional advection-diffusion equation
Cites Work
- Numerical analysis of semilinear stochastic evolution equations in Banach spaces
- New difference schemes for partial differential equations.
- Stochastic differential equations in Hilbert space
- Numerical methods for stochastic parabolic PDEs
- Finite element and difference approximation of some linear stochastic partial differential equations
This page was built for publication: On Modified Crank–Nicholson Difference Schemes for Stochastic Parabolic Equation
