Numerical Analysis of the Stochastic Moving Boundary Problem
نویسندگان
چکیده
We consider a numerical solution of the stochastic moving boundary value problem, whose existence and uniqueness of solution are proved in [16]. Numerical approximations are based on the transformation which transforms the stochastic moving boundary problem whose spatial domain is a priori unknown to a nonlinear stochastic partial differential equation which has a fixed spatial domain. We construct a numerical solution of the nonlinear stochastic partial differential equation and investigate the convergence theory.
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تاریخ انتشار 2012