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Numerical Analysis of the Stochastic Moving Boundary Problem
Authors:Kunwoo Kim  Richard B Sowers
Institution:1. Department of Mathematics , University of Illinois at Urbana–Champaign , Urbana , Illinois , USA kkim@math.utah.edu;3. Department of Mathematics , University of Illinois at Urbana–Champaign , Urbana , Illinois , USA
Abstract:We extend and generalize some recent results on complete convergence (cf. Hu, Moricz, and Taylor 14], Gut 11], Wang, Bhaskara Rao, and Yang 26], Kuczmaszewska and Szynal 17], and Sung 23]) for arrays of rowwise independent Banach space valued random elements. In the main result, no assumptions are made concerning the existence of expected values or absolute moments of the random elements and no assumptions are made concerning the geometry of the underlying Banach space. Some well-known results from the literature are obtained easily as corollaries. The corresponding convergence rates are also established
Keywords:Eunler-Maruyama scheme  Finite difference method  Stochastic moving boundary problem  Truncation
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