Year: 2016
Numerical Mathematics: Theory, Methods and Applications, Vol. 9 (2016), Iss. 1 : pp. 123–146
Abstract
An explicit difference scheme is described, analyzed and tested for numerically approximating stochastic elastic equation driven by infinite dimensional noise. The noise processes are approximated by piecewise constant random processes and the integral formula of the stochastic elastic equation is approximated by a truncated series. Error analysis of the numerical method yields estimate of convergence rate. The rate of convergence is demonstrated with numerical experiments.
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Journal Article Details
Publisher Name: Global Science Press
Language: English
DOI: https://doi.org/10.4208/nmtma.2015.y14002
Numerical Mathematics: Theory, Methods and Applications, Vol. 9 (2016), Iss. 1 : pp. 123–146
Published online: 2016-01
AMS Subject Headings:
Copyright: COPYRIGHT: © Global Science Press
Pages: 24
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