An approximation of semigroups method for stochastic parabolic equations
type: Item
instance of: scholarly article
title: An approximation of semigroups method for stochastic parabolic equations
zbMATH Open document ID: 1259.65003
DOI: 10.1155/2012/684248
author: Allaberen Ashyralyev
author: Mehmet Emin San
published in: Abstract and Applied Analysis
publication date: 2013-02-04T00:00:00Z
review text: Summary: A single-step difference scheme for the numerical solution of the nonlocal-boundary value problem for stochastic parabolic equations is presented. The convergence estimate for the solution of the difference scheme is established. In application, the convergence estimates for the solution of the difference scheme are obtained for two nonlocal-boundary value problems. The theoretical statements for the solution of this difference scheme are supported by numerical examples.
Mathematics Subject Classification ID: 65C30
Mathematics Subject Classification ID: 60H15
Mathematics Subject Classification ID: 60H35
Mathematics Subject Classification ID: 35R60
Mathematics Subject Classification ID: 35K10
Mathematics Subject Classification ID: 65M12
zbMATH DE Number: 6134145
zbMATH Keywords: single-step difference scheme
zbMATH Keywords: nonlocal-boundary value problem
zbMATH Keywords: stochastic parabolic equations
zbMATH Keywords: convergence
zbMATH Keywords: numerical examples
Wikidata QID: Q58695878
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1155/2012/684248
OpenAlex ID: W1989619363
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description: scientific article; zbMATH DE number 6134145