Numerical methods for stochastic parabolic PDEs
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Publication:4239760
DOI10.1080/01630569908816884zbMath0919.65100OpenAlexW1988138342MaRDI QIDQ4239760
Publication date: 23 August 1999
Published in: Numerical Functional Analysis and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/01630569908816884
convergenceWiener processnumerical experimentsinitial value problemfinite differencenonlinear stochastic partial differential equation
Nonlinear parabolic equations (35K55) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Probabilistic methods, stochastic differential equations (65C99)
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