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a high order finite difference method for random parabolic partial differential equations
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نویسنده
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mohebbian a. ,namjoo m.
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منبع
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analytical and numerical solutions for nonlinear equations - 2016 - دوره : 1 - شماره : 1 - صفحه:29 -41
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چکیده
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In this paper, for the numerical approximation of random partial differential equations (rpdes) of parabolic type, an explicit higher order finite difference scheme is constructed. in continuation the main properties of deterministic difference schemes, i.e. consistency, stability and convergency are developed for the random cases. it is shown that the proposed random difference scheme has these properties. finally a numerical example is solved to illustrate the scheme of analysis.
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کلیدواژه
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random partial differential equations ,consistency ,mean square stability ,convergence in mean square
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آدرس
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vali-e-asr university of rafsanjan, faculty of mathematics, department of mathematics, ایران, vali-e-asr university of rafsanjan, faculty of mathematics, department of mathematics, ایران
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پست الکترونیکی
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namjoo@vru.ac.ir
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عنوان
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Authors
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Abstract
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Keywords
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