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: Allaberen Ashyralyev, Mehmet Emin San
Format: Article
Language:English
Published: Wiley 2012-01-01
Series:Abstract and Applied Analysis
Online Access:http://dx.doi.org/10.1155/2012/684248
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author Allaberen Ashyralyev
Mehmet Emin San
author_facet Allaberen Ashyralyev
Mehmet Emin San
author_sort Allaberen Ashyralyev
collection DOAJ
description 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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spelling doaj-art-2ecd549f0a514038a4a6c5e32affc6c62025-08-20T02:38:50ZengWileyAbstract and Applied Analysis1085-33751687-04092012-01-01201210.1155/2012/684248684248An Approximation of Semigroups Method for Stochastic Parabolic EquationsAllaberen Ashyralyev0Mehmet Emin San1Department of Mathematics, Fatih University, Buyukcekmece, 34500 Istanbul, TurkeyCertified Dental Supply LLC 43 River Road, Nutley, NJ 07031, USAA 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.http://dx.doi.org/10.1155/2012/684248
spellingShingle Allaberen Ashyralyev
Mehmet Emin San
An Approximation of Semigroups Method for Stochastic Parabolic Equations
Abstract and Applied Analysis
title An Approximation of Semigroups Method for Stochastic Parabolic Equations
title_full An Approximation of Semigroups Method for Stochastic Parabolic Equations
title_fullStr An Approximation of Semigroups Method for Stochastic Parabolic Equations
title_full_unstemmed An Approximation of Semigroups Method for Stochastic Parabolic Equations
title_short An Approximation of Semigroups Method for Stochastic Parabolic Equations
title_sort approximation of semigroups method for stochastic parabolic equations
url http://dx.doi.org/10.1155/2012/684248
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