Explosion time in stochastic differential equations with small diffusion.
We study the asymptotic behavior of a semi-discrete numerical approximation for a pair of heat equations , in ; fully coupled by the boundary conditions , on , where is a bounded smooth domain in . We focus in the existence or not of non-simultaneous blow-up for a semi-discrete approximation . We prove that if blows up in finite time then can fail to blow up if and only if and , which is the same condition as the one for non-simultaneous blow-up in the continuous problem. Moreover,...
We study the asymptotic behavior of a semi-discrete numerical approximation for a pair of heat equations , in Ω x (0,); fully coupled by the boundary conditions , on ∂Ω x (0,), where is a bounded smooth domain in . We focus in the existence or not of non-simultaneous blow-up for a semi-discrete approximation . We prove that if blows up in finite time then can fail to blow up if and only if > 1 and < 2( - 1) , which is the same...
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