Mean square convergent three points finite difference scheme for random partial differential equations | ||||
| Journal of the Egyptian Mathematical Society | ||||
| Volume 20, Issue 3, 2012, Page 188-204 PDF (425.08 K) | ||||
| DOI: org/10.1016/j.joems.2012.08.017 | ||||
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| Authors | ||||
Magdy A. El-Tawil  1; M. A. Sohaly2
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| 1Cairo University, Faculty of Engineering, Engineering Mathematics Department, Giza, Egypt | ||||
| 2Mansoura University, Faculty of Science, Mathematics Department, Mansoura, Egypt | ||||
| Abstract | ||||
| In this paper, the random finite difference method with three points is used in solving random partial differential equations problems mainly: random parabolic, elliptic and hyperbolic partial differential equations. The conditions of the mean square convergence of the numerical solutions are studied. The numerical solutions are computed through some numerical case studies. | ||||
| Keywords | ||||
| Random partial differential equations (RPDEs); Mean square sense (m.s); Second order random variable; Random Finite Difference Scheme (RFDS) | ||||
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