Localization errors in solving stochastic partial differential equations in the whole space
نویسندگان
چکیده
Cauchy problems with SPDEs on the whole space are localized to Cauchy problems on a ball of radius R. This localization reduces various kinds of spatial approximation schemes to finite dimensional problems. The error is shown to be exponentially small. As an application, a numerical scheme is presented which combines the localization and the space and time discretization, and thus is fully implementable.
منابع مشابه
A new fractional sub-equation method for solving the space-time fractional differential equations in mathematical physics
In this paper, a new fractional sub-equation method is proposed for finding exact solutions of fractional partial differential equations (FPDEs) in the sense of modified Riemann-Liouville derivative. With the aid of symbolic computation, we choose the space-time fractional Zakharov-Kuznetsov-Benjamin-Bona-Mahony (ZKBBM) equation in mathematical physics with a source to illustrate the validity a...
متن کاملSolving high-order partial differential equations in unbounded domains by means of double exponential second kind Chebyshev approximation
In this paper, a collocation method for solving high-order linear partial differential equations (PDEs) with variable coefficients under more general form of conditions is presented. This method is based on the approximation of the truncated double exponential second kind Chebyshev (ESC) series. The definition of the partial derivative is presented and derived as new operational matrices of der...
متن کاملSolving nonlinear space-time fractional differential equations via ansatz method
In this paper, the fractional partial differential equations are defined by modified Riemann-Liouville fractional derivative. With the help of fractional derivative and fractional complex transform, these equations can be converted into the nonlinear ordinary differential equations. By using solitay wave ansatz method, we find exact analytical solutions of the space-time fractional Zakharov Kuz...
متن کاملSolving Fuzzy Impulsive Fractional Differential Equations by Reproducing Kernel Hilbert Space Method
The aim of this paper is to use the Reproducing kernel Hilbert Space Method (RKHSM) to solve the linear and nonlinear fuzzy impulsive fractional differential equations. Finding the numerical solutionsof this class of equations are a difficult topic to analyze. In this study, convergence analysis, estimations error and bounds errors are discussed in detail under some hypotheses which provi...
متن کاملAPPROXIMATION OF STOCHASTIC PARABOLIC DIFFERENTIAL EQUATIONS WITH TWO DIFFERENT FINITE DIFFERENCE SCHEMES
We focus on the use of two stable and accurate explicit finite difference schemes in order to approximate the solution of stochastic partial differential equations of It¨o type, in particular, parabolic equations. The main properties of these deterministic difference methods, i.e., convergence, consistency, and stability, are separately developed for the stochastic cases.
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
- Math. Comput.
دوره 86 شماره
صفحات -
تاریخ انتشار 2017