An approximation of semigroups method for stochastic parabolic equations

DOI10.1155/2012/684248zbMath1259.65003OpenAlexW1989619363WikidataQ58695878 ScholiaQ58695878MaRDI QIDQ1938273

Allaberen Ashyralyev, Mehmet Emin San

Publication date: 4 February 2013

Published in: Abstract and Applied Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2012/684248

zbMATH Keywords

convergencenumerical examplesstochastic parabolic equationsnonlocal-boundary value problemsingle-step difference scheme

Mathematics Subject Classification ID

Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Second-order parabolic equations (35K10)

Cites Work

• Unnamed Item
• The numerical approximation of stochastic partial differential equations
• Numerical analysis of semilinear stochastic evolution equations in Banach spaces
• New difference schemes for partial differential equations.
• Stochastic differential equations in Hilbert space
• Higher Order Pathwise Numerical Approximations of SPDEs with Additive Noise
• On Modified Crank–Nicholson Difference Schemes for Stochastic Parabolic Equation
• Numerical methods for stochastic parabolic PDEs
• Finite element and difference approximation of some linear stochastic partial differential equations
• An approximation of stochastic hyperbolic equations: case with Wiener process
• Stochastic Equations in Infinite Dimensions

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