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

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.
Authors:
 [1] ;  [2] ;  [3]
  1. Department of Elementary Mathematics Education, Fatih University, 34500, Istanbul (Turkey)
  2. (Turkmenistan)
  3. Institute for Stochastics and Applications, Department of Mathematics, University of Stuttgart, 70569, Stuttgart (Germany)
Publication Date:
OSTI Identifier:
22488891
Resource Type:
Journal Article
Resource Relation:
Journal Name: AIP Conference Proceedings; Journal Volume: 1676; Journal 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)
Country of Publication:
United States
Language:
English
Subject:
97 MATHEMATICAL METHODS AND COMPUTING; 71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSICS; BOUNDARY-VALUE PROBLEMS; CONVERGENCE; EQUATIONS; MATHEMATICAL OPERATORS; NUMERICAL SOLUTION; STOCHASTIC PROCESSES