PROBABILITY LIMIT THEOREMS AND THE CONVERGENCE OF FINITE DIFFERENCE APPROXIMATIONS OF PARTIAL DIFFERENTIAL EQUATIONS,

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Abstract:

The paper is concerned with the application of certain convergence theorems for probability measures on spaces of continuous functions to a problem in the convergence of finite difference approximations to partial differential equations. Author

Author(s):
Kushner, Harold J.
Author Organization(s):
BROWN UNIV PROVIDENCE R I DIV OF APPLIED MATHEMATICS
Supplementary Note:
Sponsored in part by Grant NGL-40-002-015.
Pagination:
0046

Security Markings

DOCUMENT & CONTEXTUAL SUMMARY

Distribution:
Approved For Public Release

RECORD

Collection: TR
Identifying Numbers
Report Number(s):
AFOSR-69-2616TR
Contract/Grant Number(s):
AF-AFOSR-693-67, NSF-GK-2788
Task Number(s):
974901
Project Number(s):
AF-9749
Monitor Series:
69-2616TR
 Subject Terms
Communities of Interest:
No COI(s) Identified
Descriptor(s):
(*PARTIAL DIFFERENTIAL EQUATIONS, NUMERICAL ANALYSIS), (*APPROXIMATION(MATHEMATICS), DIFFERENCE EQUATIONS), MEASURE THEORY, PROBABILITY, TOPOLOGY, CONVERGENCE, THEOREMS
Field(s)/Group(s):
Statistics and Probability
Keyword(s):
ELLIPTIC DIFFERENTIAL EQUATIONS, FINITE DIFFERENCE THEORY, PARABOLIC DIFFERENTIAL EQUATIONS, PROBABILITY MEASURES, STOCHASTIC DIFFERENTIAL EQUATIONS
Report Date:
1969 Oct 01