Crank-Nicholson difference scheme for a stochastic parabolic equation with a dependent operator coefficient

2016 ◽  
Author(s):  
Allaberen Ashyralyev ◽  
Ulker Okur
Keyword(s):  
Parabolic Equation ◽  
Difference Scheme ◽  
Operator Coefficient ◽  
Stochastic Parabolic Equation

scholarly journals Rescaling nonlinear noise for 1D stochastic parabolic equations

2019 ◽  
Vol 20 (04) ◽  
pp. 2050027
Author(s):  
Beniamin Goldys ◽  
Misha Neklyudov
Keyword(s):  
Parabolic Equation ◽  
Parabolic Equations ◽  
Space Variable ◽  
Nonlinear Noise ◽  
Stochastic Parabolic Equation

We show regularization effect of nonlinear gradient noise to the solution of 1D stochastic parabolic equation. We demonstrate convergence to a martingale (independent upon space variable) when we rescale noise at the extremum points of the process.

Research on the Forward Euler Difference Method for Parabolic Equations

2014 ◽  
Vol 998-999 ◽  
pp. 992-995
Author(s):  
You Guo Li ◽  
Yuan Fei Dong
Keyword(s):  
Parabolic Equation ◽  
Numerical Experiment ◽  
Difference Scheme ◽  
Difference Method ◽  
Parabolic Equations ◽  
Convergence And Stability ◽  
Forward Euler ◽  
Theoretical Results

This article is devoted to the forward Euler difference method for the parabolic equation. In this paper, a forward Euler difference scheme is derived. It is shown that the forward Euler difference scheme is convergence and stability. Moreover, a numerical experiment is conducted to illustrate the theoretical results of the presented method.

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