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A modified semi-implicit Euler-Maruyama scheme for finite element discretization of SPDEs with additive noise - MaRDI portal

A modified semi-implicit Euler-Maruyama scheme for finite element discretization of SPDEs with additive noise (Q2333229)

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A modified semi-implicit Euler-Maruyama scheme for finite element discretization of SPDEs with additive noise
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    A modified semi-implicit Euler-Maruyama scheme for finite element discretization of SPDEs with additive noise (English)
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    12 November 2019
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    parabolic stochastic partial differential equations
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    finite element method
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    modified semi-implicit Euler-Maruyama
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    higher order approximation
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    strong numerical approximation
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    additive noise
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    transport in porous media
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