Mean-square stability and error analysis of implicit time-stepping schemes for linear parabolic SPDEs with multiplicative Wiener noise in the first derivative (Q4902865)
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scientific article; zbMATH DE number 6126708
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean-square stability and error analysis of implicit time-stepping schemes for linear parabolic SPDEs with multiplicative Wiener noise in the first derivative |
scientific article; zbMATH DE number 6126708 |
Statements
Mean-square stability and error analysis of implicit time-stepping schemes for linear parabolic SPDEs with multiplicative Wiener noise in the first derivative (English)
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18 January 2013
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stochastic partial differential equations
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finite differences
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implicit time-stepping schemes
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Fourier analysis
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local mesh refinement
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