scholarly journals An Approximation of Semigroups Method for Stochastic Parabolic Equations

2012 ◽  
Vol 2012 ◽  
pp. 1-24 ◽  
Author(s):  
Allaberen Ashyralyev ◽  
Mehmet Emin San

A single-step difference scheme for the numerical solution of the nonlocal-boundary value problem for stochastic parabolic equations is presented. The convergence estimate for the solution of the difference scheme is established. In application, the convergence estimates for the solution of the difference scheme are obtained for two nonlocal-boundary value problems. The theoretical statements for the solution of this difference scheme are supported by numerical examples.

2015 ◽  
Vol 2015 ◽  
pp. 1-16 ◽  
Author(s):  
Ozgur Yildirim ◽  
Meltem Uzun

This paper presents a third order of accuracy stable difference scheme for the approximate solution of multipoint nonlocal boundary value problem of the hyperbolic type in a Hilbert space with self-adjoint positive definite operator. Stability estimates for solution of the difference scheme are obtained. Some results of numerical experiments that support theoretical statements are presented.


2012 ◽  
Vol 2012 ◽  
pp. 1-20 ◽  
Author(s):  
Necmettin Aggez ◽  
Maral Ashyralyyewa

A two-step difference scheme for the numerical solution of the initial-boundary value problem for stochastic hyperbolic equations is presented. The convergence estimate for the solution of the difference scheme is established. In applications, the convergence estimates for the solution of the difference scheme are obtained for different initialboundary value problems. The theoretical statements for the solution of this difference scheme are supported by numerical examples.


2014 ◽  
Vol 2014 ◽  
pp. 1-11 ◽  
Author(s):  
Allaberen Ashyralyev ◽  
Asker Hanalyev

The nonlocal boundary value problem for the parabolic differential equationv'(t)+A(t)v(t)=f(t)  (0≤t≤T),  v(0)=v(λ)+φ,  0<λ≤Tin an arbitrary Banach spaceEwith the dependent linear positive operatorA(t)is investigated. The well-posedness of this problem is established in Banach spacesC0β,γ(Eα-β)of allEα-β-valued continuous functionsφ(t)on[0,T]satisfying a Hölder condition with a weight(t+τ)γ. New Schauder type exact estimates in Hölder norms for the solution of two nonlocal boundary value problems for parabolic equations with dependent coefficients are established.


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