Stochastic consistency and stochastic stability in mean square sense for Cauchy advection problem

DOI10.1080/10236198.2017.1391237zbMath1393.65016OpenAlexW2765641249MaRDI QIDQ5374258

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Publication date: 10 April 2018

Published in: Journal of Difference Equations and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10236198.2017.1391237

zbMATH Keywords

finite difference methodmean square stabilitymean square consistency

Mathematics Subject Classification ID

Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stochastic stability in control theory (93E15) PDEs with randomness, stochastic partial differential equations (35R60)

Related Items (1)

Lyapunov stability analysis for nonlinear delay systems under random effects and stochastic perturbations with applications in finance and ecology

Cites Work

• An unconditionally stable fully conservative semi-Lagrangian method
• Analytical solution of the advection-diffusion transport equation using a change-of-variable and integral transform technique
• On Modified Crank–Nicholson Difference Schemes for Stochastic Parabolic Equation
• Finite element and difference approximation of some linear stochastic partial differential equations
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