Numerical solution of the stochastic parabolic equation with the dependent operator coefficient

Journal Article · Fri Sep 18 00:00:00 EDT 2015 · AIP Conference Proceedings

DOI:https://doi.org/10.1063/1.4930430· OSTI ID:22488891

Ashyralyev, Allaberen ^[1]; Okur, Ulker ^[2]

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1. Department of Elementary Mathematics Education, Fatih University, 34500, Istanbul (Turkey)
2. Institute for Stochastics and Applications, Department of Mathematics, University of Stuttgart, 70569, Stuttgart (Germany)

In the present paper, a single step implicit difference scheme for the numerical solution of the stochastic parabolic equation with the dependent operator coefficient is presented. Theorem on convergence estimates for the solution of this difference scheme is established. In applications, this abstract result permits us to obtain the convergence estimates for the solution of difference schemes for the numerical solution of initial boundary value problems for parabolic equations. The theoretical statements for the solution of this difference scheme are supported by the results of numerical experiments.

• OSTI ID: 22488891
• Journal Information: AIP Conference Proceedings, Vol. 1676, Issue 1; Conference: International conference on advancements in mathematical sciences, Antalya (Turkey), 5-7 Nov 2015; Other Information: (c) 2015 AIP Publishing LLC; Country of input: International Atomic Energy Agency (IAEA); ISSN 0094-243X
• Country of Publication: United States
• Language: English

Related Subjects

97 MATHEMATICAL METHODS AND COMPUTING
71 CLASSICAL AND QUANTUM MECHANICS
GENERAL PHYSICS
BOUNDARY-VALUE PROBLEMS
CONVERGENCE
EQUATIONS
MATHEMATICAL OPERATORS
NUMERICAL SOLUTION
STOCHASTIC PROCESSES