Stochastic Heat and Advection Cauchy

Journal of Applied & Computational Mathematics

article

Sohalya MA¹  Yassena MT¹  Elbaza IM¹ 

[1] Faculty of Science, Department of Mathematics, Mansoura University

关键词: Stochastic differential equation;    Mean square;    Cauchy problem;   

DOI  :  10.4172/2168-9679.1000345

来源: Hilaris Publisher

【 摘 要 】

In this paper, the solutions of Cauchy problems for the stochastic advection and stochastic diffusion equations are obtained using the finite difference method. In the case when the flow velocity is a function of stochastic flow velocity and also, the diffusion coefficient in the stochastic heat equation is a function of stochastic diffusion coefficient, the consistency and stability of the finite difference scheme we are used need to be performed under mean square calculus.

【 授权许可】

Unknown