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

doi:10.1080/00207160.2017.1285019

	Analysis on the stability of numerical schemes for a class of stochastic partial differential systems
	Cong, Xin-rong 1,2; Li, Long-suo 1
刊名	INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS
	2018
卷号	95 期号:2 页码:316-328
关键词	Stochastic partial differential equations compact finite difference method random noise
ISSN号	0020-7160
DOI	10.1080/00207160.2017.1285019
英文摘要	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.
资助项目	National Natural Science Foundation of China[11301119]
WOS研究方向	Mathematics
语种	英语
出版者	TAYLOR & FRANCIS LTD
WOS记录号	WOS:000423401500003
内容类型	期刊论文
源URL	[http://ir.amss.ac.cn/handle/2S8OKBNM/29473]
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.