Mean square convergent three points finite difference scheme for random partial differential equations

Author:

El-Tawil Magdy A.,Sohaly M.A.

Publisher

Springer Science and Business Media LLC

Reference19 articles.

1. Finite element and difference approximation of some linear stochastic partial differential equations;Allen;Stochastic Rep.,1998

2. Numerical Methods for Partial Differential Eqs;Ames,1992

3. A. Barth, Stochastic partial differential equations: approximations and applications, Ph.D. thesis, University of Oslo, CMA, September 2009.

4. A. Barth, A. Lang, Almost sure convergence of a Milstein scheme for stochastic partial differential equations, .

5. A finite element method for martingale-driven stochastic partial differential equations;Barth;Comm. Stoch. Anal.,2010

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