Random difference scheme for diffusion advection model

DOI10.1186/s13662-019-2005-8zbMath1458.65113OpenAlexW2917783862WikidataQ128490892 ScholiaQ128490892MaRDI QIDQ1720182

Xianqiang Yang

Publication date: 12 February 2019

Published in: Advances in Difference Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/s13662-019-2005-8

zbMATH Keywords

stability in mean squarerandom modelrandom difference schemerandom diffusion coefficientrandom velocity coefficientstability in mean fourth

Mathematics Subject Classification ID

Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) PDEs with randomness, stochastic partial differential equations (35R60) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (1)

Semi-analytic treatment of mixed hyperbolic–elliptic Cauchy problem modeling three-phase flow in porous media

Cites Work

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• Convergence of difference scheme for heat equation in unbounded domains using artificial boundary conditions
• Higher-order implicit strong numerical schemes for stochastic differential equations
• A class of artificial boundary conditions for heat equation in unbounded domains
• Mean square convergent three points finite difference scheme for random partial differential equations
• Mean Square Numerical Methods for Initial Value Random Differential Equations
• Stochastic differential equations. An introduction with applications.

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