هشتمین سمینار معادلات دیفرانسیل , 2008-07-19

Title : ( Approximation of Stochastic Parabolic Differential Equations with Saul yev Methods )

Authors: Ali Reza Soheili , M. Arezomandan , M. B. Niasar ,

Citation: BibTeX | EndNote

The present article focuses on the use of a saul yev scheme in order to approximate the solution of stochastic partial differential equations of Ito type, in particular parabolic equations. The main notions of deterministic difference methods, i.e. convergence, consistency, and stability, are developed for the stochastic case. An example is given to illustrate the efficiency of the proposed method.

Keywords

, Stochastic partial differential equations of Ito-type, Finite difference methods, Saul yev methods, Convergence,
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@inproceedings{paperid:1016363,
author = {Soheili, Ali Reza and M. Arezomandan and M. B. Niasar},
title = {Approximation of Stochastic Parabolic Differential Equations with Saul yev Methods},
booktitle = {هشتمین سمینار معادلات دیفرانسیل},
year = {2008},
location = {اصفهان, IRAN},
keywords = {Stochastic partial differential equations of Ito-type; Finite difference methods; Saul yev methods; Convergence; Stability},
}

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%0 Conference Proceedings
%T Approximation of Stochastic Parabolic Differential Equations with Saul yev Methods
%A Soheili, Ali Reza
%A M. Arezomandan
%A M. B. Niasar
%J هشتمین سمینار معادلات دیفرانسیل
%D 2008

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