Numerical solutions for a class stochastic partial differential equations
The aim of this manuscript is to introduce and analyze a stochastic finite difference scheme for Ito stochastic partial differential equations. We also discuss the consistency, stability, and convergence for the stochastic finite difference scheme. The numerical simulations obtained from the propos...
Main Authors: | , , , , |
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Format: | Article |
Language: | English |
Published: |
Shahid Bahonar University of Kerman
2023-11-01
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Series: | Journal of Mahani Mathematical Research |
Subjects: | |
Online Access: | https://jmmrc.uk.ac.ir/article_3898_2aa7f5d8d433647bf4100ebdddda2b54.pdf |