An Approximation of Semigroups Method for Stochastic Parabolic Equations
A single-step difference scheme for the numerical solution of the nonlocal-boundary value problem for stochastic parabolic equations is presented. The convergence estimate for the solution of the difference scheme is established. In application, the convergence estimates for the solution of the diff...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2012-01-01
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| Series: | Abstract and Applied Analysis |
| Online Access: | http://dx.doi.org/10.1155/2012/684248 |
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| Summary: | A single-step difference scheme for the numerical solution of the nonlocal-boundary
value problem for stochastic parabolic equations is presented. The convergence estimate for the solution
of the difference scheme is established. In application, the convergence estimates for the solution of the
difference scheme are obtained for two nonlocal-boundary value problems. The theoretical statements
for the solution of this difference scheme are supported by numerical examples. |
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| ISSN: | 1085-3375 1687-0409 |