Abstract and Applied Analysis

An Approximation of Semigroups Method for Stochastic Parabolic Equations

Allaberen Ashyralyev and Mehmet Emin San

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Abstract

A single-step difference scheme for the numerical solution of the nonlocal-boundary value problem for stochastic parabolic equations is presented. The convergence estimate for the solution of the difference scheme is established. In application, the convergence estimates for the solution of the difference scheme are obtained for two nonlocal-boundary value problems. The theoretical statements for the solution of this difference scheme are supported by numerical examples.

Article information

Source
Abstr. Appl. Anal., Volume 2012, Special Issue (2012), Article ID 684248, 24 pages.

Dates
First available in Project Euclid: 5 April 2013

Permanent link to this document
https://projecteuclid.org/euclid.aaa/1365174067

Digital Object Identifier
doi:10.1155/2012/684248

Mathematical Reviews number (MathSciNet)
MR2994958

Zentralblatt MATH identifier
1259.65003

Citation

Ashyralyev, Allaberen; San, Mehmet Emin. An Approximation of Semigroups Method for Stochastic Parabolic Equations. Abstr. Appl. Anal. 2012, Special Issue (2012), Article ID 684248, 24 pages. doi:10.1155/2012/684248. https://projecteuclid.org/euclid.aaa/1365174067


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