Loading...

Implicit Scheme for Stochastic Partial Differential Equations Driven by Space-Time White Noise

Abedini, Nazanin | 2014

770 Viewed
  1. Type of Document: M.Sc. Thesis
  2. Language: Farsi
  3. Document No: 46518 (02)
  4. University: Sharif University of Technology
  5. Department: Mathematical Sciences
  6. Advisor(s): Zohuri Zangeneh, Bijan
  7. Abstract:
  8. In this thesis, we consider an implicit approximation scheme for the stochastic heat equation with additive and multiplicative space-time white noise. we use the spectral Galerkin method in space combined with the linear implicit Euler method in time to simulate weak approximation error
  9. Keywords:
  10. Stochastic Partial Differential Equation ; Galerkin Method ; Implicit Method ; Weak Approximation ; Fractional White Noise ; Weak Approximation Error

 Digital Object List

 Bookmark

...see more