Computing mean square approximations of random diffusion models with source term

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.

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Year of publication:	2007
Authors:	Cortés, J.C. ; Jódar, L. ; Villafuerte, L. ; Villanueva, R.J.
Published in:	Mathematics and Computers in Simulation (MATCOM). - Elsevier, ISSN 0378-4754. - Vol. 76.2007, 1, p. 44-48
Publisher:	Elsevier
Subject:	Random diffusion equation \| Mean square \| Numerical solution

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011050943