QA260 : Consistency and Stability of a Milstein-Galerkin Finite Element Scheme for Semilinear Stochastic Partial Diffrential Equations
Thesis > Central Library of Shahrood University > Mathematical Sciences > MSc > 2014
Authors:
Abstarct: A solution of stochastic differential equations, particular stochastic partial differential
equations,relatively new versions of non pitches. Almost all relatively good
algorithms for ordinary differential equations. They provide answers, answers
that are weak against accidental release. Among the solutions presented, and the
method of Euler-Marayvma Milstein and methods for stochastic differential equation
is Ronge koota. In this thesis use the most common Milstein-Galerkin finite
element method to semilinear stochastic partial differential equations.
In the first chapter the basic concepts and definitions of words and a brief
overview of the concepts and definitions of partial differential equations, probability
theory will. The second chapter introduces the design and application of the
basic assumptions stated below. Also important element Galerkin finite element
method to apply.
The final chapter bistability and consistency of Milstein-Galerkin scheme to
express the numerical scheme baxsed on the frxamework.
Keywords:
#Bistability #Consistency #Milstein Scheme #Galerkin Finite Element
Keeping place: Central Library of Shahrood University
Visitor:
Keeping place: Central Library of Shahrood University
Visitor: