Stochastic PDEs: Convergence to the continuum?

DOI10.1016/S0010-4655(01)00308-3zbMath0991.65007WikidataQ56838977 ScholiaQ56838977MaRDI QIDQ5956304

Grant Lythe, Salman Habib

Publication date: 20 February 2002

Published in: Computer Physics Communications (Search for Journal in Brave)

zbMATH Keywords

convergencefinite differenceskinksstationary densitygrid spacingstochastic PDEstransfer integral

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) Numerical solutions to stochastic differential and integral equations (65C30)

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