Approximation of stochastic advection diffusion equations with finite difference scheme

MaRDI QIDQ2816532zbMATH OpenFDO

Authors Mehran Namjoo, Ali Mohebbian

Publication date 23 August 2016

Published in Journal of Mathematical Modeling (Search for Journal in Brave)

Full work available at URL http://jmm.guilan.ac.ir/article_1571.html

zbMATH Keywords

consistencyconvergencestabilitystochastic partial differential equations

Mathematics Subject Classification ID

Initial-boundary value problems for second-order parabolic equations (35K20) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75)

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Cited in

(8)

• Solving the random Cauchy one-dimensional advection-diffusion equation: numerical analysis and computing
• Extending the study on the linear advection equation subject to stochastic velocity field and initial condition
• Compact finite difference method to numerically solving a stochastic fractional advection-diffusion equation
• Approximation of stochastic advection diffusion equations with stochastic alternating direction explicit methods.
• Analysis of the stability and convergence of a finite difference approximation for stochastic partial differential equations
• A Comparison of Closures for Stochastic Advection-Diffusion Equations
• Numerical scheme and analytical solutions to the stochastic nonlinear advection diffusion dynamical model
• Numerical solutions for a class stochastic partial differential equations

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