Convergence of a semi-discrete scheme for the stochastic Korteweg-de Vries equation

DOI10.3934/dcdsb.2006.6.761zbMath1132.35076OpenAlexW2333473186MaRDI QIDQ2471396

Arnaud Debussche, Jacques Printems

Publication date: 22 February 2008

Published in: Discrete and Continuous Dynamical Systems. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/dcdsb.2006.6.761

zbMATH Keywords

convergencesemi-discrete schemeCrank-Nicholson schemestochastic KdV equation

Mathematics Subject Classification ID

KdV equations (Korteweg-de Vries equations) (35Q53) 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)

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