pith. sign in

arxiv: 1006.1389 · v1 · submitted 2010-06-07 · 🧮 math.PR

Accelerated finite difference schemes for stochastic partial differential equations in the whole space

classification 🧮 math.PR
keywords acceleratedconvergencedifferencefinitespacestochasticapproximationscauchy
0
0 comments X
read the original abstract

We give sufficient conditions under which the convergence of finite difference approximations in the space variable of the solution to the Cauchy problem for linear stochastic PDEs of parabolic type can be accelerated to any given order of convergence by Richardson's method.

This paper has not been read by Pith yet.

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.