TY - JOUR ID - 2057 TI - Numerics of stochastic parabolic differential equations with stable finite difference schemes JO - Iranian Journal of Science JA - ISTT LA - en SN - 2731-8095 AU - Soheili, A.R. AU - Arezoomandan, M. AD - Department of Applied Mathematics, School of Mathematical Sciences, Ferdowsi University of Mashhad, Mashhad, Iran AD - Department of Mathematics, University of Sistan and Baluchestan, Zahedan, Iran Y1 - 2012 PY - 2012 VL - 36 IS - 1 SP - 61 EP - 70 KW - Stochastic partial differential equations of Itˆo type KW - finite difference methods KW - multiplicative noise KW - additive noise KW - Saul’yev method KW - Liu method KW - convergence KW - consistency KW - Stability DO - 10.22099/ijsts.2012.2057 N2 - In the present article, we focus on the numerical approximation of stochastic partial differential equations of Itˆo type with space-time white noise process, in particular, parabolic equations. For each case of additive andmultiplicative noise, the numerical solution of stochastic diffusion equations is approximated using two stochastic finite difference schemes and the stability and consistency conditions of the considered methods are analyzed. Numerical results are given to demonstrate the computational efficiency of the stochastic methods. UR - https://ijsts.shirazu.ac.ir/article_2057.html L1 - https://ijsts.shirazu.ac.ir/article_2057_6c8ce9de845bd029089c18ed101bc2fb.pdf ER -