American Journal of Computational Mathematics

Vol.4 No.4(2014), Paper ID 49362, 9 pages

DOI:10.4236/ajcm.2014.44024

 

Mean Square Convergent Finite Difference Scheme for Stochastic Parabolic PDEs

 

W. W. Mohammed, M. A. Sohaly, A. H. El-Bassiouny, K. A. Elnagar

 

Department of Mathematics, Faculty of Science, Mansoura University, Mansoura, Egypt
Department of Mathematics, Faculty of Science, Mansoura University, Mansoura, Egypt
Department of Mathematics, Faculty of Science, Mansoura University, Mansoura, Egypt
Department of Mathematics, Faculty of Science, Mansoura University, Mansoura, Egypt

 

Copyright © 2014 W. W. Mohammed, M. A. Sohaly, A. H. El-Bassiouny, K. A. Elnagar et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article


Mohammed, W. , Sohaly, M. , El-Bassiouny, A. and Elnagar, K. (2014) Mean Square Convergent Finite Difference Scheme for Stochastic Parabolic PDEs. American Journal of Computational Mathematics, 4, 280-288. doi: 10.4236/ajcm.2014.44024.

Copyright © 2025 by authors and Scientific Research Publishing Inc.

Creative Commons License

This work and the related PDF file are licensed under a Creative Commons Attribution 4.0 International License.