Computing mean square approximations of random diffusion models with source term

被引：20

作者：

Cortes, J. C. ^{[1
]}

Jodar, L. ^{[1
]}

Villafuerte, L. ^{[1
]}

Villanueva, R. J. ^{[1
]}

机构：

[1] Univ Politecn Valencia, Inst Matemat Multidisciplinar, Valencia 46022, Spain

来源：

MATHEMATICS AND COMPUTERS IN SIMULATION | 2007年 / 76卷 / 1-3期

关键词：

random diffusion equation; mean square; numerical solution;

D O I：

10.1016/j.matcom.2007.01.020

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

This paper presents a discrete numerical method for computing mean square approximations of random diffusion models. Mean square consistency of the random difference scheme is established. Sufficient conditions for the mean square stability of the proposed numerical solution are given. (C) 2007 IMACS. Published by Elsevier B.V. All rights reserved.

引用

页码：44 / 48

页数：5

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