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
2013 ◽  
Vol 2013 ◽  
pp. 1-8
Author(s):  
M. R. Sidi Ammi ◽  
A. El Hachimi

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.


2015 ◽  
Vol 202 (3) ◽  
pp. 1805-1826 ◽  
Author(s):  
Zhao-lun Liu ◽  
Peng Song ◽  
Jin-shan Li ◽  
Jing Li ◽  
Xiao-bo Zhang

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