Analysis on the stability of numerical schemes for a class of stochastic partial differential systems

doi:10.1080/00207160.2017.1285019

CSpace

	Analysis on the stability of numerical schemes for a class of stochastic partial differential systems
	Cong, Xin-rong 1,2; Li, Long-suo 1
	2018
发表期刊	INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS
ISSN	0020-7160
卷号	95 期号:2 页码:316-328
摘要	The high-order accurate compact finite difference scheme which belongs to the finite difference methods is constructed to solve the system of partial differential equations with random noise. The error analysis and stability analysis are given and then the numerical simulation is executed. The simulation results verify the theoretical analysis results and have the faster computation speed and higher accuracy.
关键词	Stochastic partial differential equations compact finite difference method random noise
DOI	10.1080/00207160.2017.1285019
语种	英语
资助项目	National Natural Science Foundation of China[11301119]
WOS研究方向	Mathematics
WOS类目	Mathematics, Applied
WOS记录号	WOS:000423401500003
出版者	TAYLOR & FRANCIS LTD
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/29474
专题	中国科学院数学与系统科学研究院
通讯作者	Li, Long-suo
作者单位	1.Harbin Inst Technol, Dept Math, Harbin 150001, Heilongjiang, Peoples R China 2.Chinese Acad Sci, Acad Math & Syst Sci, Beijing, Peoples R China
推荐引用方式 GB/T 7714	Cong, Xin-rong,Li, Long-suo. Analysis on the stability of numerical schemes for a class of stochastic partial differential systems[J]. INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS,2018,95(2):316-328.
APA	Cong, Xin-rong,&Li, Long-suo.(2018).Analysis on the stability of numerical schemes for a class of stochastic partial differential systems.INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS,95(2),316-328.
MLA	Cong, Xin-rong,et al."Analysis on the stability of numerical schemes for a class of stochastic partial differential systems".INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS 95.2(2018):316-328.