Mean square convergent three points finite difference scheme for random partial differential equations

Authors

1 Cairo University, Faculty of Engineering, Engineering Mathematics Department, Giza, Egypt

2 Mansoura University, Faculty of Science, Mathematics Department, Mansoura, Egypt

org/10.1016/j.joems.2012.08.017

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