| Stability and convergence analysis of a nonstandard finite difference scheme for stochastic partial differential equations |
| کد مقاله : 1067-FEMATH6 |
| نویسندگان |
|
مهران نامجو *، مهران امینیان، مهدی کرمی، علی محبیان رفسنجان-دانشگاه ولی عصر (عج) |
| چکیده مقاله |
| In this paper, a nonstandard finite difference (NSFD) scheme is implemented to study the dynamic behaviours stochastic partial differential equations (SPDEs). Afterwards, the consistency, stability and convergence analysis of the stochastic NSFD scheme is discussed in detail. Numerical results show that the stochastic scheme is effective when applied to SPDEs. -------------------------------------------------------------------------------------------------------------- In this paper, a nonstandard finite difference (NSFD) scheme is implemented to study the dynamic behaviours stochastic partial differential equations (SPDEs). Afterwards, the consistency, stability and convergence analysis of the stochastic NSFD scheme is discussed in detail. Numerical results show that the stochastic scheme is effective when applied to SPDEs. -------------------------------------------------------------------------------------------------------------- In this paper, a nonstandard finite difference (NSFD) scheme is implemented to study the dynamic behaviours stochastic partial differential equations (SPDEs). Afterwards, the consistency, stability and convergence analysis of the stochastic NSFD scheme is discussed in detail. Numerical results show that the stochastic scheme is effective when applied to SPDEs. -------------------------------------------------------------------------------------------------------------- |
| کلیدواژه ها |
| Nonstandard finite difference scheme, Stochastic partial differential equation, Stability, Convergence. |
| وضعیت: پذیرفته شده برای ارائه شفاهی |