反射的椭圆随机偏微分方程的网格逼近

Lattice Approximations of Semilinear Stochastic Elliptic Equations with Reflection

研究了由可乘噪声驱动的反射的椭圆随机偏微分方程网格近似解的收敛性,其中考虑区域D:=(0,1)^d,d=1,2,3.此外,还研究确定的椭圆障碍问题离散格式的解存在唯一性,并得到解关于障碍函数的连续依赖性和收敛性.

This paper deals with lattice approximations of reflected stochastic elliptic equations driven by white noise on a bounded domain in R^d,d=1,2,3.The convergence of the scheme is established.