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博文

目前显示的是标签为“Finite Difference Scheme”的博文

Mean Square Convergent Finite Difference Scheme for Stochastic Parabolic PDEs

Read full paper at: http://www.scirp.org/journal/PaperInformation.aspx?PaperID=49362#.VI5Ul8nQrzE Author(s) W. W. Mohammed , M. A. Sohaly , A. H. El-Bassiouny , K. A. Elnagar Affiliation(s) Department of Mathematics, Faculty of Science, Mansoura University, Mansoura, Egypt . Department of Mathematics, Faculty of Science, Mansoura University, Mansoura, Egypt . Department of Mathematics, Faculty of Science, Mansoura University, Mansoura, Egypt . Department of Mathematics, Faculty of Science, Mansoura University, Mansoura, Egypt . ABSTRACT Stochastic partial differential equations (SPDEs) describe the dynamics of stochastic processes depending on space-time continuum. These equations have been widely used to mo...