Ulrik S. Fjordholm, Kenneth H. Karlsen, Peter H. C. Pang
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引用次数: 0
Abstract
SIAM Journal on Numerical Analysis, Volume 63, Issue 1, Page 149-192, February 2025. Abstract. We present difference schemes for stochastic transport equations with low-regularity velocity fields. We establish [math] stability and convergence of the difference approximations under conditions that are less strict than those required for deterministic transport equations. The [math] estimate, crucial for the analysis, is obtained through a discrete duality argument and a comprehensive examination of a class of backward parabolic difference schemes.
期刊介绍：
SIAM Journal on Numerical Analysis (SINUM) contains research articles on the development and analysis of numerical methods. Topics include the rigorous study of convergence of algorithms, their accuracy, their stability, and their computational complexity. Also included are results in mathematical analysis that contribute to algorithm analysis, and computational results that demonstrate algorithm behavior and applicability.
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