A semi-discrete and a fully discrete finite difference scheme for a reaction-diffusion PDE-ODE system with a Hölder stochastic boundary condition converge to the unique continuum solution, with the fully discrete theorem containing a residual gap.
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Discrete reaction-diffusion system with stochastic dynamical boundary conditions: convergence results
A semi-discrete and a fully discrete finite difference scheme for a reaction-diffusion PDE-ODE system with a Hölder stochastic boundary condition converge to the unique continuum solution, with the fully discrete theorem containing a residual gap.