Opuscula Math. 34, no. 2 (2014), 443-456
Method of lines for parabolic stochastic functional partial differential equations
Maria Ziemlańska
Abstract.
We approximate parabolic stochastic functional differential equations substituting the derivatives in the space variable by finite differences. We prove the stability of the method of lines corresponding to a parabolic SPDE driven by Brownian motion.
Keywords:
stochastic partial differential equations, stability of the method of lines, white noise, Volterra stochastic equations.
Mathematics Subject Classification:
35R60, 49M25.
About the authors ▼
Maria Ziemlańska
University of Gdansk, Institute of Mathematics, Wit Stwosz Street 57, 80-952 Gdansk, Poland
About the article ▼
Received: 2013-08-28.
Revised: 2013-11-26.
Accepted: 2013-12-18.
Cite this article as ▼
Maria Ziemlańska, Method of lines for parabolic stochastic functional partial differential equations, Opuscula Math. 34, no. 2 (2014), 443-456,
http://dx.doi.org/10.7494/OpMath.2014.34.2.443.
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