کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
11010165 1812551 2019 47 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Strong convergence for explicit space-time discrete numerical approximation methods for stochastic Burgers equations
ترجمه فارسی عنوان
همگرایی شدید برای روش های صحیح تقریبی عددی گسسته فضا و زمان برای معادلات برگر برای اتفاقی
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آنالیز ریاضی
چکیده انگلیسی
In this paper we propose and analyze explicit space-time discrete numerical approximations for additive space-time white noise driven stochastic partial differential equations (SPDEs) with non-globally monotone nonlinearities such as the stochastic Burgers equation with space-time white noise. The main result of this paper proves that the proposed explicit space-time discrete approximation method converges strongly to the solution process of the stochastic Burgers equation with space-time white noise. To the best of our knowledge, the main result of this work is the first result in the literature which establishes strong convergence for a space-time discrete approximation method in the case of the stochastic Burgers equations with space-time white noise.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Mathematical Analysis and Applications - Volume 469, Issue 2, 15 January 2019, Pages 661-704
نویسندگان
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