The role of coefficients of a general SPDE on the stability and convergence of a finite difference method

Journal of Computational and Applied Mathematics

Volumn 234, Issue 5, 2010, Pages 1426-1434

  Kamrani, Minoo ^a   Mohammad Hosseini, S ^a  

^a TARBIAT MODARES UNIVERSITY   (Iran)

Author keywords

Consistency; Mean square stability; Stability; Stochastic Lax Richtmyer; Stochastic partial differential equations

Indexed keywords

APPROXIMATE SOLUTION; CONSISTENCY; MEAN SQUARE STABILITY; NUMERICAL EXPERIMENTS; RANDOM NOISE; STABILITY AND CONVERGENCE; STOCHASTIC PARTIAL DIFFERENTIAL EQUATION;

COMPUTATIONAL FLUID DYNAMICS; DIFFERENCE EQUATIONS; FINITE DIFFERENCE METHOD; FREQUENCY MULTIPLYING CIRCUITS; NUMERICAL METHODS; PARTIAL DIFFERENTIAL EQUATIONS; STOCHASTIC SYSTEMS;

STABILITY;

EID: 77950864660     PISSN: 03770427     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.cam.2010.02.018     Document Type: Article

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