Numerical analysis of the stochastic moving boundary problem
SCIE
SCOPUS
- Title
- Numerical analysis of the stochastic moving boundary problem
- Authors
- Kim, K; Sowers, RB
- Date Issued
- 2012-11
- Publisher
- Taylor & Francis
- Abstract
- We consider a numerical solution of the stochastic moving boundary value problem, whose existence and uniqueness of solution are proved in [16]. Numerical approximations are based on the transformation, which transforms the stochastic moving boundary problem whose spatial domain is a priori unknown to a nonlinear stochastic partial differential equation which has a fixed spatial domain. We construct a numerical solution of the nonlinear stochastic partial differential equation and investigate the convergence theory.
- URI
- https://oasis.postech.ac.kr/handle/2014.oak/36766
- DOI
- 10.1080/07362994.2012.704847
- ISSN
- 0736-2994
- Article Type
- Article
- Citation
- STOCHASTIC ANALYSIS AND APPLICATIONS, vol. 30, no. 6, page. 963 - 996, 2012-11
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