Article ID Journal Published Year Pages File Type
1140445 Mathematics and Computers in Simulation 2007 5 Pages PDF
Abstract

This paper presents a discrete numerical method for computing mean square approximations of random diffusion models. Mean square consistency of the random difference scheme is established. Sufficient conditions for the mean square stability of the proposed numerical solution are given.

Keywords
Related Topics
Physical Sciences and Engineering Engineering Control and Systems Engineering
Preview
Computing mean square approximations of random diffusion models with source term
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