An approximation of semigroups method for stochastic parabolic equations
DOI10.1155/2012/684248zbMath1259.65003WikidataQ58695878 ScholiaQ58695878MaRDI QIDQ1938273
Allaberen Ashyralyev, Mehmet Emin San
Publication date: 4 February 2013
Published in: Abstract and Applied Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2012/684248
convergence; numerical examples; stochastic parabolic equations; nonlocal-boundary value problem; single-step difference scheme
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
35K10: Second-order parabolic equations
