Convergence of finite difference scheme and analytic data
نویسندگان
چکیده
منابع مشابه
Approximation of stochastic advection diffusion equations with finite difference scheme
In this paper, a high-order and conditionally stable stochastic difference scheme is proposed for the numerical solution of $rm Ithat{o}$ stochastic advection diffusion equation with one dimensional white noise process. We applied a finite difference approximation of fourth-order for discretizing space spatial derivative of this equation. The main properties of deterministic difference schemes,...
متن کاملapproximation of stochastic advection diffusion equations with finite difference scheme
in this paper, a high-order and conditionally stable stochastic difference scheme is proposed for the numerical solution of $rm ithat{o}$ stochastic advection diffusion equation with one dimensional white noise process. we applied a finite difference approximation of fourth-order for discretizing space spatial derivative of this equation. the main properties of deterministic difference schemes,...
متن کاملSemi-discrete finite difference multiscale scheme for a concrete corrosion model: approximation estimates and convergence
We propose a semi-discrete finite difference multiscale scheme for a concrete corrosion model consisting of a system of two-scale reaction-diffusion equations coupled with an ode. We prove energy and regularity estimates and use them to get the necessary compactness of the approximation estimates. Finally, we illustrate numerically the behavior of the two-scale finite difference approximation o...
متن کاملPiotr Zwierkowski CONVERGENCE OF A FINITE DIFFERENCE SCHEME FOR VON FOERSTER EQUATION WITH FUNCTIONAL DEPENDENCE
We analyse a finite difference scheme for von Foerster–McKendrick type equations with functional dependence forward in time and backward with respect to one dimensional spatial variable. Some properties of solutions of a scheme are given. Convergence of a finite difference scheme is proved. The presented theory is illustrated by a numerical example. Introduction Von Foerster–McKendrick type mod...
متن کاملConvergence of a Finite Difference Scheme for the Camassa-Holm Equation
We prove that a certain finite difference scheme converges to the weak solution of the Cauchy problem on a finite interval with periodic boundary conditions for the Camassa– Holm equation ut−uxxt +3uux−2uxuxx−uuxxx = 0 with initial data u|t=0 = u0 ∈ H1([0, 1]). Here it is assumed that u0 − u′′ 0 ≥ 0 and in this case, the solution is unique, globally defined, and energy preserving.
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Publications of the Research Institute for Mathematical Sciences
سال: 1988
ISSN: 0034-5318
DOI: 10.2977/prims/1195174693