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Volumn 16, Issue 8, 2003, Pages 1223-1229

Analysis of stochastic numerical schemes for the evolution equations of geophysics

Author keywords

Adams Bashforth scheme; Geophysical fluid dynamics; Leapfrog scheme; Numerical methods; Stochastic differential equations

Indexed keywords

APPROXIMATION THEORY; ASYMPTOTIC STABILITY; ERROR ANALYSIS; FLUID DYNAMICS; GEOPHYSICS; INTEGRAL EQUATIONS; MATHEMATICAL MODELS; PARTIAL DIFFERENTIAL EQUATIONS; RANDOM PROCESSES;

EID: 0242442629     PISSN: 08939659     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0893-9659(03)90121-2     Document Type: Article
Times cited : (10)

References (9)
  • 1
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    • Bally, V.1    Talay, D.2
  • 2
    • 0002308425 scopus 로고    scopus 로고
    • The law of the Euler scheme for stochastic differential equations II. Convergence rate of the density
    • V. Bally and D. Talay, The law of the Euler scheme for stochastic differential equations II. Convergence rate of the density, Monte Carlo Methods and Appl. 2 (2), 93-128 (1996).
    • (1996) Monte Carlo Methods and Appl. , vol.2 , Issue.2 , pp. 93-128
    • Bally, V.1    Talay, D.2
  • 3
    • 0003208202 scopus 로고
    • Simulation of stochastic differential equations
    • (Edited by P. Krée and W. Wedig); Springer-Verlag, Berlin
    • D. Talay, Simulation of stochastic differential equations, In Probabilistic Methods in Applied Physics, (Edited by P. Krée and W. Wedig), pp. 54-96, Springer-Verlag, Berlin, (1995).
    • (1995) Probabilistic Methods in Applied Physics , pp. 54-96
    • Talay, D.1
  • 4
    • 0000532550 scopus 로고
    • Approximate integration of stochastic differential equations
    • G.N. Mil'shtein, Approximate integration of stochastic differential equations, Theory Prob. Appl. 19, 557-562, (1974).
    • (1974) Theory Prob. Appl. , vol.19 , pp. 557-562
    • Mil'Shtein, G.N.1
  • 5
    • 0001040012 scopus 로고
    • Numerical treatment of stochastic differential equations
    • (June)
    • W. Rümelin, Numerical treatment of stochastic differential equations, SIAM J. Numer. Anal. 19 (3), 604-613, (June 1982).
    • (1982) SIAM J. Numer. Anal. , vol.19 , Issue.3 , pp. 604-613
    • Rümelin, W.1
  • 8
    • 0024226014 scopus 로고
    • The generation of global rotational flow by steady idealized tropical divergence
    • P.D. Sardeshmukh and B.J. Hoskins, The generation of global rotational flow by steady idealized tropical divergence, Journal of the Atmospheric Sciences 45 (7), 1228-1251, (1988).
    • (1988) Journal of the Atmospheric Sciences , vol.45 , Issue.7 , pp. 1228-1251
    • Sardeshmukh, P.D.1    Hoskins, B.J.2
  • 9
    • 0028485279 scopus 로고
    • Random generation of stochastic area integrals
    • (August)
    • J.G. Gaines and T.J. Lyons, Random generation of stochastic area integrals, SIAM Journal on Applied Mathematics 54 (4), 1132-1146, (August 1994).
    • (1994) SIAM Journal on Applied Mathematics , vol.54 , Issue.4 , pp. 1132-1146
    • Gaines, J.G.1    Lyons, T.J.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.