Convergence analysis of a simplified scheme for stochastic Burgers' equation with additive noise

DOI10.1016/j.rinam.2024.100482MaRDI QIDQ6618282

Feroz Khan, Muhammad Zahid Mughal, Suliman Khan, Feredj Ommar

Publication date: 14 October 2024

Published in: Results in Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

convergence analysisspace-time white noiseexponential Euler schemeparabolic stochastic partial differential equation

Mathematics Subject Classification ID

Initial-boundary value problems for second-order parabolic equations (35K20) Numerical solutions to stochastic differential and integral equations (65C30)

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