Implicit scheme for quasi-linear parabolic partial differential equations perturbed by space-time white noise
This paper presents an implicit method for approximating the solution of an initial-boundary value problem for the stochastic nonhomogeneous heat equation and then gives a proof that under certain conditions the approximate solutions generated by the method converge in probability to the actual solution.
approximating the solution of an initial- boundary value problem
scientific article; zbMATH DE number 803377