An Approximation of Semigroups Method for Stochastic Parabolic Equations
Author(s) -
Allaberen Ashyralyev,
Mehmet Emin San
Publication year - 2012
Publication title -
abstract and applied analysis
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.228
H-Index - 56
eISSN - 1687-0409
pISSN - 1085-3375
DOI - 10.1155/2012/684248
Subject(s) - mathematics , scheme (mathematics) , convergence (economics) , boundary value problem , mathematical analysis , parabolic partial differential equation , boundary (topology) , partial differential equation , economics , economic growth
A single-step difference scheme for the numerical solution of the nonlocal-boundaryvalue problem for stochastic parabolic equations is presented. The convergence estimate for the solutionof the difference scheme is established. In application, the convergence estimates for the solution of thedifference scheme are obtained for two nonlocal-boundary value problems. The theoretical statementsfor the solution of this difference scheme are supported by numerical examples
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