scientific article; zbMATH DE number 4160092

MaRDI QIDQ3486849zbMATH OpenFDO

Authors Yu. G. Bulychev, S. A. Pogonyshev

Publication date 1990

zbMATH Keywords

Difference equationsdigital simulationError estimatesEuler methodEuler- Cauchy methodnumerical examplerandom parabolic equationRunge-Kutta methodstochastic evolution equationWiener processes

Mathematics Subject Classification ID

PDEs with randomness, stochastic partial differential equations (35R60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Probabilistic methods, stochastic differential equations (65C99) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06)

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