Numerical Analysis of Stochastic Schemes in Geophysics

DOI10.1137/S0036142902418333zbMath1088.86002MaRDI QIDQ5698742

B. D. Ewald, Roger M. Temam

Publication date: 28 October 2005

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

zbMATH Keywords

numerical methodsstochastic differential equationsleapfrog schemegeophysical fluid dynamicsAdams--Bashforth scheme

Mathematics Subject Classification ID

Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Meteorology and atmospheric physics (86A10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (8)

On mean-square stability of two-step Maruyama methods for nonlinear neutral stochastic delay differential equations ⋮ Two-step strong order 1.5 schemes for stochastic differential equations ⋮ Some remarks on the numerical approximation of stochastic differential equations ⋮ Deterministic implicit two-step Milstein methods for stochastic differential equations ⋮ Numerical solution of random differential initial value problems: Multistep methods ⋮ Generalized two-step Maruyama methods for stochastic differential equations ⋮ Two-step Milstein schemes for stochastic differential equations ⋮ Generalized two-step Milstein methods for stochastic differential equations

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