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5. NUMERICAL APPROXIMATION OF STATIONARY DISTRIBUTIONS FOR STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS

NUMERICAL APPROXIMATION OF STATIONARY DISTRIBUTIONS FOR STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS

来源 :The 11th Workshop on Markov Processes and Related Topics(第十一 | 被引量 : 0次 | 上传用户：myjjoey

【摘 要】

：

　　In this paper,we discuss an exponential integrator scheme,based on spatial discretization and time discretization,for a class of stochastic partial differen

【作 者】

：

Jianhai BAO Chenggui Yuan 

【机 构】

：

CentralSouthUniversity,P.R.ChinaSwanseaUniversity,UK

【出 处】

：

The 11th Workshop on Markov Processes and Related Topics(第十一

【发表日期】

：

2015年6期

【关键词】

：

stochastic partial differential equation mild solution stationary distribution e 

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　　In this paper,we discuss an exponential integrator scheme,based on spatial discretization and time discretization,for a class of stochastic partial differential equations.

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