University of Tabriz Computational Methods for Differential Equations 2345-3982 7 3 2019 07 01 Analysis of the stability and convergence of a finite difference approximation for stochastic partial differential equations 334 358 9008 EN Mehran Namjoo Department of Mathematics, Vali-e-Asr University of Rafsanjan, Rafsanjan, Iran Ali Mohebbian Department of Mathematics, Vali-e-Asr University of Rafsanjan, Rafsanjan, Iran Journal Article 2017 06 11 ‎In this paper‎, ‎an implicit finite difference scheme is proposed for the numerical solution of stochastic partial differential equations (SPDEs) of Ito type‎. ‎The consistency‎, ‎stability and convergence of the scheme is analyzed‎. ‎Numerical experiments are included to show the efficiency of the scheme‎.<br />   https://cmde.tabrizu.ac.ir/article_9008_ce59ca890bdc1d7c73670885e034a11d.pdf