Computing mean square approximations of random diffusion models with source term

J.C. Cortés, L. Jódar, L. Villafuerte and R.J. Villanueva

Mathematics and Computers in Simulation (MATCOM), 2007, vol. 76, issue 1, 44-48

Abstract: 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.

Keywords: Random diffusion equation; Mean square; Numerical solution (search for similar items in EconPapers)
Date: 2007
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Citations: View citations in EconPapers (2)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:matcom:v:76:y:2007:i:1:p:44-48

DOI: 10.1016/j.matcom.2007.01.020

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