Implicit scheme for quasi-linear parabolic partial differential equations perturbed by space-time white noise (Q1899255)
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scientific article; zbMATH DE number 803377
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Implicit scheme for quasi-linear parabolic partial differential equations perturbed by space-time white noise |
scientific article; zbMATH DE number 803377 |
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Implicit scheme for quasi-linear parabolic partial differential equations perturbed by space-time white noise (English)
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20 February 1996
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This paper presents an implicit method for approximating the solution of an initial-boundary value problem for the stochastic nonhomogeneous heat equation and then gives a proof that under certain conditions the approximate solutions generated by the method converge in probability to the actual solution.
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convergence in probability
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approximating the solution of an initial- boundary value problem
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stochastic nonhomogeneous heat equation
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