Stochastic heat of the third type model under mean square calculus

Abstract

We are concerned with discussing the numerical approximation for the random heat model with boundary conditions of the third type in one dimension. The random (forward time, backward space) finite difference scheme is used to find the stochastic solution. The impression of the consistency and the stability technique under the mean square spectral radius is studied.

Keywords:

• Finite difference scheme
• mean square spectral radius
• random boundary problem equation

MSC:

• 60H15
• 65N12
• 65N25
• 35R60

Additional information

Funding

This work was supported by College of Science, Technology, Engineering, and Mathematics, Youngstown State University (Grant number 12342).