شماره ركورد كنفرانس
4303
عنوان مقاله
Analysis of the stability and convergence of a finite difference approximation for stochastic Burger s equation
پديدآورندگان
Namjoo MEHRAN namjoo@vru.ac.ir Vali-e-Asr University of Rafsanjan , Mohebbian ALI a.mohebbiyan@stu.vru.ac.ir Vali-e-Asr University of Rafsanjan
تعداد صفحه
4
كليدواژه
stochastic partial differential equations , stochastic finite difference scheme , stability , consistency , stochastic Lax , Richtmyer
سال انتشار
1396
عنوان كنفرانس
پنجمين سمينار ملي آناليز تابعي و كاربردهاي آن
زبان مدرك
انگليسي
چكيده فارسي
In this paper, an implicit finite difference scheme is proposed for the numerical solution of stochastic Burger s equation of It\^{o} type. The consistency, stability and convergence of the scheme is analyzed.
كشور
ايران
لينک به اين مدرک