Optimal strong convergence rates of numerical methods for semilinear parabolic SPDE driven by Gaussian noise and Poisson random measure (Q2203973)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Optimal strong convergence rates of numerical methods for semilinear parabolic SPDE driven by Gaussian noise and Poisson random measure |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal strong convergence rates of numerical methods for semilinear parabolic SPDE driven by Gaussian noise and Poisson random measure |
scientific article |
Statements
Optimal strong convergence rates of numerical methods for semilinear parabolic SPDE driven by Gaussian noise and Poisson random measure (English)
0 references
2 October 2020
0 references
stochastic parabolic partial differential equations
0 references
exponential integrator
0 references
multiplicative \& additive noise
0 references
Poisson measure
0 references
finite element method
0 references
strong convergence
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.9132226
0 references
0.9096042
0 references
0.90593386
0 references
0.90037215
0 references
0.90025675
0 references
0.89897096
0 references
0.8986842
0 references
0.8986199
0 references
0.8975295
0 references
