Finite Di erence Methods For Random Partial Di erential Equations
عنوان مقاله: Finite Di erence Methods For Random Partial Di erential Equations
شناسه ملی مقاله: CFMA03_157
منتشر شده در سومین کنفرانس ریاضیات مالی و کاربردها در سال 1391
شناسه ملی مقاله: CFMA03_157
منتشر شده در سومین کنفرانس ریاضیات مالی و کاربردها در سال 1391
مشخصات نویسندگان مقاله:
M Namjoo - Department of Mathematics, School of Mathematical Sciences, Vali-e-Asr University of Rafsanjan, Rafsanjan, Iran
A Mohebbian - Department of Mathematics, School of Mathematical Sciences, Vali-e-Asr University of Rafsanjan, Rafsanjan, Iran
خلاصه مقاله:
M Namjoo - Department of Mathematics, School of Mathematical Sciences, Vali-e-Asr University of Rafsanjan, Rafsanjan, Iran
A Mohebbian - Department of Mathematics, School of Mathematical Sciences, Vali-e-Asr University of Rafsanjan, Rafsanjan, Iran
Random partial di erential equations (RPDEs) describe the partial di erential equationsinvolving random inputs which may be a random variable. In this paper, we focus onthe numerical approximation of random parabolic and elliptic partial di erential equations.The main properties of deterministic di erence methods, i.e. consistency, stability and con-vergency, are separately developed for the stochastic case. It is shown that the proposedstochastic di erence schemes for random parabolic and elliptic equations have these proper-ties.
کلمات کلیدی: Random partial di erential equations, Finite di erence scheme, Consistency, Stability, Convergence
صفحه اختصاصی مقاله و دریافت فایل کامل: https://civilica.com/doc/352660/