A numerical scheme for solutions of stochastic advection-diffusion equations
Tóm tắt
In this paper, finite difference schemes are proposed to approximate solutions of stochastic advection-diffusion equations. We used central-difference formula of third-order to approximate spatial derivatives. The stability, consistency and convergence of the scheme are analysed and established. A numerical result is also given to demonstrate the computational efficiency of the stochastic schemes.
Từ khóa
: stochastic partial differential equation, finite difference method, convergence, stability.
Toàn văn:
PDFDOI: https://doi.org/10.54607/hcmue.js.14.9.284(2017)
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