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:
Atefe Azad [Author], Ali Mesforush[Supervisor], Mehdi Ghovatmand [Advisor]
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 Link
Keeping place: Central Library of Shahrood University
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