Solving the random Cauchy one-dimensional advection-diffusion equation: numerical analysis and computing
DOI10.1016/j.cam.2017.02.001zbMath1381.65003MaRDI QIDQ1676023
Publication date: 3 November 2017
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2017.02.001
numerical examples; discrete Fourier transform; mean square random convergence; random Cauchy advection-diffusion equation; random consistency; random finite difference scheme; random stability
35K20: Initial-boundary value problems for second-order parabolic equations
65M06: Finite difference methods for initial value and initial-boundary value problems involving PDEs
65M12: Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
35R60: PDEs with randomness, stochastic partial differential equations
60H35: Computational methods for stochastic equations (aspects of stochastic analysis)
65C30: Numerical solutions to stochastic differential and integral equations
