Numerical solutions for a class stochastic partial differential equations

Document Type : Research Paper


Deparment of Mathematics, Vali-e-Asr University of Rafsanjan, Rafsanjan, Iran


The aim of this manuscript is to introduce and analyze a stochastic finite difference  scheme for Ito stochastic partial differential equations. We also discuss the consistency, stability, and convergence for the stochastic finite difference scheme. The numerical simulations obtained from the proposed  stochastic finite difference scheme show the efficiency of the suggested  stochastic finite difference scheme.


Main Subjects

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