Approximating the solution stochastic process of the random Cauchy one-dimensional heat model
type: Item
instance of: scholarly article
title: Approximating the solution stochastic process of the random Cauchy one-dimensional heat model
zbMATH Open document ID: 1470.65153
DOI: 10.1155/2016/5391368
author: Peng Zhang
published in: Abstract and Applied Analysis
publication date: 2018-08-30T00:00:00Z
review text: Summary: This paper deals with the numerical solution of the random Cauchy one-dimensional heat model. We propose a random finite difference numerical scheme to construct numerical approximations to the solution stochastic process. We establish sufficient conditions in order to guarantee the consistency and stability of the proposed random numerical scheme. The theoretical results are illustrated by means of an example where reliable approximations of the mean and standard deviation to the solution stochastic process are given.
Mathematics Subject Classification ID: 65M06
Mathematics Subject Classification ID: 60H25
Mathematics Subject Classification ID: 65M75
zbMATH DE Number: 6929373
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1155/2016/5391368
OpenAlex ID: W2535678016
Wikidata QID: Q59121538
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description: scientific article; zbMATH DE number 6929373