Analysis on the stability of numerical schemes for a class of stochastic partial differential systems

DOI10.1080/00207160.2017.1285019zbMath1390.65028OpenAlexW2580992280MaRDI QIDQ4641552

Xin-Rong Cong, Long-Suo Li

Publication date: 17 May 2018

Published in: International Journal of Computer Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207160.2017.1285019

zbMATH Keywords

stochastic partial differential equationscompact finite difference methodrandom noise

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (1)

Numerical simulations of nonlinear stochastic Newell-Whitehead-Segel equation and its measurable properties

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