The role of coefficients of a general SPDE on the stability and convergence of a finite difference method
DOI10.1016/J.CAM.2010.02.018zbMATH Open1201.65012OpenAlexW1993700123MaRDI QIDQ972748FDOQ972748
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
consistencystochastic partial differential equationsstabilitymean square stabilitystochastic Lax-Richtmyer
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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