Numerical solutions for a class stochastic partial differential equations

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...

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Bibliographic Details
Main Authors:	Mehdi Karami, Ali Mohebbian, Sudeh Razaghian, Mehran Namjoo, Mehran Aminian
Format:	Article
Language:	English
Published:	Shahid Bahonar University of Kerman 2023-11-01
Series:	Journal of Mahani Mathematical Research
Subjects:	stochastic partial differential equations stochastic finite difference scheme stability consistency convergence
Online Access:	https://jmmrc.uk.ac.ir/article_3898_2aa7f5d8d433647bf4100ebdddda2b54.pdf

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