Numerical solutions for a class stochastic partial differential equations

DOI10.22103/JMMR.2023.21329.1431MaRDI QIDQ6117522zbMATH OpenFDO

Authors Mehdi Karami, Ali Mohebbian, Mehran Namjoo, Mehran Aminian

Publication date 19 February 2024

Full work available at URL https://doi.org/10.22103/JMMR.2023.21329.1431

zbMATH Keywords

consistencyconvergencestabilitystochastic finite difference schemestochastic partial differential equations

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12)

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Cites work

• A novel Elzaki transform homotopy perturbation method for solving time-fractional non-linear partial differential equations
• An adaptive wavelet optimized finite difference B-spline polynomial chaos method for random partial differential equations
• Analysis of the stability and convergence of a finite difference approximation for stochastic partial differential equations
• Approximation of stochastic advection diffusion equations with finite difference scheme
• Approximation of stochastic advection diffusion equations with stochastic alternating direction explicit methods.
• Difference Methods for Stochastic Partial Differential Equations
• Finite element and difference approximation of some linear stochastic partial differential equations
• Finite element methods for parabolic stochastic PDE's
• Semi-discretization of stochastic partial differential equations on $\mathbb{R}^1$ by a finite-difference method
• Spectral collocation method for stochastic Burgers equation driven by additive noise

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