Stochastic consistency and stochastic stability in mean square sense for Cauchy advection problem

DOI10.1080/10236198.2017.1391237MaRDI QIDQ5374258zbMATH OpenOpenAlexFDO

Authors

Publication date 10 April 2018

Published in Journal of Difference Equations and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10236198.2017.1391237

zbMATH Keywords

finite difference methodmean square consistencymean square stability

Mathematics Subject Classification ID

PDEs with randomness, stochastic partial differential equations (35R60) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stochastic stability in control theory (93E15)

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Cites work

• An unconditionally stable fully conservative semi-Lagrangian method
• Analytical solution of the advection-diffusion transport equation using a change-of-variable and integral transform technique
• Finite element and difference approximation of some linear stochastic partial differential equations
• scientific article; zbMATH DE number 3909945 (Why is no real title available?)
• scientific article; zbMATH DE number 939851 (Why is no real title available?)
• scientific article; zbMATH DE number 872523 (Why is no real title available?)
• Mean square convergent three and five points finite difference scheme for stochastic parabolic partial differential equations
• On Modified Crank–Nicholson Difference Schemes for Stochastic Parabolic Equation

Cited in

(3)

• Random difference scheme for diffusion advection model
• Lyapunov stability analysis for nonlinear delay systems under random effects and stochastic perturbations with applications in finance and ecology
• On the stochastic global dynamics of the delayed Nicholson's blowflies model

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