Analysis of stochastic numerical schemes for the evolution equations of geophysics

DOI10.1016/S0893-9659(03)90121-2zbMath1106.65303MaRDI QIDQ1433200

B. D. Ewald, Roger M. Temam

Publication date: 15 June 2004

Published in: Applied Mathematics Letters (Search for Journal in Brave)

zbMATH Keywords

Adams-Bashforth schemeNumerical methodsStochastic differential equationsLeapfrog schemeGeophysical fluid dynamics

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical solutions to stochastic differential and integral equations (65C30) Computational methods for problems pertaining to geophysics (86-08)

Related Items (2)

Some remarks on the numerical approximation of stochastic differential equations ⋮ An efficient SPDE approach for El Niño

Cites Work

• Unnamed Item
• Higher-order implicit strong numerical schemes for stochastic differential equations
• Numerical solution of SDE through computer experiments. Including floppy disk
• The law of the Euler scheme for stochastic differential equations. I: Convergence rate of the distribution function
• Numerical Treatment of Stochastic Differential Equations
• Approximate Integration of Stochastic Differential Equations
• Random Generation of Stochastic Area Integrals
• The Law of the Euler Scheme for Stochastic Differential Equations: II. Convergence Rate of the Density

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