scholarly journals Stability and error analysis of an implicit Milstein finite difference scheme for a two-dimensional Zakai SPDE

2019 ◽  
Vol 59 (4) ◽  
pp. 987-1029
Author(s):  
Christoph Reisinger ◽  
Zhenru Wang
Keyword(s):  
Finite Difference ◽  
Error Analysis ◽  
Difference Scheme ◽  
Finite Difference Scheme ◽  
Two Dimensional ◽  
Stability And Error Analysis

scholarly journals Stability and Error Analysis of the Semidiscretized Fractional Nonlocal Thermistor Problem

2013 ◽  
Vol 2013 ◽  
pp. 1-8
Author(s):  
M. R. Sidi Ammi ◽  
A. El Hachimi
Keyword(s):  
Finite Difference ◽  
Error Analysis ◽  
Difference Scheme ◽  
Finite Difference Scheme ◽  
Thermistor Problem ◽  
Temporal Discretization ◽  
Problem Stability ◽  
Stability And Error Analysis

A finite difference scheme is proposed for temporal discretization of the nonlocal time-fractional thermistor problem. Stability and error analysis of the proposed scheme are provided.

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