𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Analysis of stochastic numerical schemes for the evolution equations of geophysics

✍ Scribed by B.D. Ewald; R. Témam


Publisher
Elsevier Science
Year
2003
Tongue
English
Weight
427 KB
Volume
16
Category
Article
ISSN
0893-9659

No coin nor oath required. For personal study only.


📜 SIMILAR VOLUMES


Stability of weak numerical schemes for
✍ Norbert Hofmann 📂 Article 📅 1995 🏛 Elsevier Science 🌐 English ⚖ 310 KB

We consider numerical stability and convergence of weak schemes solving stochastic differential equations. A relatively strong notion of stability for a special type of test equations is proposed. These are stochastic differential equations with multiplicative noise. For explicit and implicit Euler

Analysis of some dispersion corrected nu
✍ Martinus T H. Van Genuchten; William G. Gray 📂 Article 📅 1978 🏛 John Wiley and Sons 🌐 English ⚖ 684 KB

## Abstract In the last decade or so finite element techniques have been applied with increased frequency to contaminant transport problems. Whereas most of the attention has focused on finite element approximations of spatial derivatives, standard finite difference techniques are generally used fo

The Euler scheme for stochastic differen
✍ Vlad Bally; Denis Talay 📂 Article 📅 1995 🏛 Elsevier Science 🌐 English ⚖ 304 KB

We study the approximation problem of Ef(Xr) by Ef(X~.), where (Xt) is the solution of a stochastic differential equation, (X~) is defined by the Euler discretization scheme with step T/n, and f is a given function. For smooth f's, Talay and Tubaro had shown that the error Ef(Xr) -Ef(X~) can be expa