Tạp chí Khoa học, T. 14, S. 9 (2017)

Cỡ chữ:  Nhỏ  Vừa  Lớn

A numerical scheme for solutions of stochastic advection-diffusion equations

Nguyen Tien Dung, Nguyen Anh Tra

Tóm tắt


In this paper, finite difference schemes are proposed to approximate solutions of stochastic advection-diffusion equations. We used central-difference formula of third-order to approximate spatial derivatives. The stability, consistency and convergence of the scheme are analysed and established. A numerical result is also given to demonstrate the computational efficiency of the stochastic schemes.


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Tạp chí của Trường Đại học Sư phạm Thành phố Hồ Chí Minh ; ISSN: 1859 -3100