The role of coefficients of a general SPDE on the stability and convergence of a finite difference method

DOI10.1016/J.CAM.2010.02.018MaRDI QIDQ972748zbMATH OpenOpenAlexFDO

Authors Minoo Kamrani, S. Mohammad Hosseini

Publication date 21 May 2010

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cam.2010.02.018

zbMATH Keywords

consistencystochastic partial differential equationsstabilitymean square stabilitystochastic Lax-Richtmyer

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Numerical solutions to stochastic differential and integral equations (65C30) 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)

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Cited in

(21)

• Borel control and efficient numerical techniques to solve the Allen–Cahn equation governed by temporal multiplicative noise
• Stochastic PDEs: Convergence to the continuum?
• Numerical scheme and analytical solutions to the stochastic nonlinear advection diffusion dynamical model
• Analysis of the stability and convergence of a finite difference approximation for stochastic partial differential equations
• Numerical solutions for a class stochastic partial differential equations
• Numerical multi-scaling method to solve the linear stochastic partial differential equations
• Spectral collocation method for stochastic Burgers equation driven by additive noise
• Robust stabilization design of nonlinear stochastic partial differential systems: fuzzy approach
• Robust control design for nonlinear stochastic partial differential systems with Poisson noise: fuzzy implementation
• Numerical simulations of nonlinear stochastic Newell-Whitehead-Segel equation and its measurable properties
• Numerical approximation for fractional diffusion equation forced by a tempered fractional Gaussian noise
• scientific article; zbMATH DE number 780705 (Why is no real title available?)
• Compact finite difference method to numerically solving a stochastic fractional advection-diffusion equation
• Exponential stability for a class of stochastic reaction-diffusion Hopfield neural networks with delays
• Numerical solution of time-dependent stochastic partial differential equations using RBF partition of unity collocation method based on finite difference
• A Combination of Finite Difference and Wong-Zakai Methods for Hyperbolic Stochastic Partial Differential Equations
• Control of diffusion-driven pattern formation behind a wave of competency
• Finite difference schemes for linear stochastic integro-differential equations
• Analysis on the stability of numerical schemes for a class of stochastic partial differential systems
• A numerical comparison of finite difference and finite element methods for a stochastic differential equation with polynomial chaos
• A note on single-step difference scheme for the solution of stochastic differential equation

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