An approximation of semigroups method for stochastic parabolic equations (Q1938273)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An approximation of semigroups method for stochastic parabolic equations |
scientific article |
Statements
An approximation of semigroups method for stochastic parabolic equations (English)
0 references
4 February 2013
0 references
Summary: A single-step difference scheme for the numerical solution of the nonlocal-boundary value problem for stochastic parabolic equations is presented. The convergence estimate for the solution of the difference scheme is established. In application, the convergence estimates for the solution of the difference scheme are obtained for two nonlocal-boundary value problems. The theoretical statements for the solution of this difference scheme are supported by numerical examples.
0 references
single-step difference scheme
0 references
nonlocal-boundary value problem
0 references
stochastic parabolic equations
0 references
convergence
0 references
numerical examples
0 references
