Stationary in Distributions of Numerical Solutions for Stochastic Partial Differential Equations with Markovian Switching
We investigate a class of stochastic partial differential equations with Markovian switching. By using the Euler-Maruyama scheme both in time and in space of mild solutions, we derive sufficient conditions for the existence and uniqueness of the stationary distributions of numerical solutions. Final...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2013-01-01
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| Series: | Abstract and Applied Analysis |
| Online Access: | http://dx.doi.org/10.1155/2013/752953 |
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| _version_ | 1832565777175150592 |
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| author | Yi Shen Yan Li |
| author_facet | Yi Shen Yan Li |
| author_sort | Yi Shen |
| collection | DOAJ |
| description | We investigate a class of stochastic partial differential equations with Markovian switching. By using the Euler-Maruyama scheme both in time and in space of mild solutions, we derive sufficient conditions for the existence and uniqueness of the stationary distributions of numerical solutions. Finally, one example is given to illustrate the theory. |
| format | Article |
| id | doaj-art-52d4a988c8304fa1871a847b845481d3 |
| institution | Kabale University |
| issn | 1085-3375 1687-0409 |
| language | English |
| publishDate | 2013-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | Abstract and Applied Analysis |
| spelling | doaj-art-52d4a988c8304fa1871a847b845481d32025-02-03T01:06:43ZengWileyAbstract and Applied Analysis1085-33751687-04092013-01-01201310.1155/2013/752953752953Stationary in Distributions of Numerical Solutions for Stochastic Partial Differential Equations with Markovian SwitchingYi Shen0Yan Li1Department of Control Science and Engineering, Huazhong University of Science and Technology, Wuhan 430074, ChinaDepartment of Control Science and Engineering, Huazhong University of Science and Technology, Wuhan 430074, ChinaWe investigate a class of stochastic partial differential equations with Markovian switching. By using the Euler-Maruyama scheme both in time and in space of mild solutions, we derive sufficient conditions for the existence and uniqueness of the stationary distributions of numerical solutions. Finally, one example is given to illustrate the theory.http://dx.doi.org/10.1155/2013/752953 |
| spellingShingle | Yi Shen Yan Li Stationary in Distributions of Numerical Solutions for Stochastic Partial Differential Equations with Markovian Switching Abstract and Applied Analysis |
| title | Stationary in Distributions of Numerical Solutions for Stochastic Partial Differential Equations with Markovian Switching |
| title_full | Stationary in Distributions of Numerical Solutions for Stochastic Partial Differential Equations with Markovian Switching |
| title_fullStr | Stationary in Distributions of Numerical Solutions for Stochastic Partial Differential Equations with Markovian Switching |
| title_full_unstemmed | Stationary in Distributions of Numerical Solutions for Stochastic Partial Differential Equations with Markovian Switching |
| title_short | Stationary in Distributions of Numerical Solutions for Stochastic Partial Differential Equations with Markovian Switching |
| title_sort | stationary in distributions of numerical solutions for stochastic partial differential equations with markovian switching |
| url | http://dx.doi.org/10.1155/2013/752953 |
| work_keys_str_mv | AT yishen stationaryindistributionsofnumericalsolutionsforstochasticpartialdifferentialequationswithmarkovianswitching AT yanli stationaryindistributionsofnumericalsolutionsforstochasticpartialdifferentialequationswithmarkovianswitching |