The stochastic Heat Equation With Ito-Taylor Expansion
Author(s) : EMINE CENGIZHAN], FIKRIYE NURAY YıLMAZ,
Abstract
In this paper, we analyze the numerical solution of the stochastic heat equation by using Ito-Taylor series expansion. We first use the finite difference method to discretize the space variable. Then, we apply Ito formula successively to get the numerical scheme.
No fo Author(s) : 2
Page(s) : 22 - 24
Electronic ISSN : 2475-2282
Volume 1 :
Issue 1
Full Paper PDF
Views : 256 | Download(s) : 158
