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A linear implicit Euler method for the finite element discretization of a controlled stochastic heat equation - MaRDI portal

A linear implicit Euler method for the finite element discretization of a controlled stochastic heat equation (Q5093102)

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scientific article; zbMATH DE number 7563190
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A linear implicit Euler method for the finite element discretization of a controlled stochastic heat equation
scientific article; zbMATH DE number 7563190

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    A linear implicit Euler method for the finite element discretization of a controlled stochastic heat equation (English)
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    26 July 2022
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    optimal control
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    stochastic partial differential equation
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    full discretization
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    convergence analysis
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    heat conduction
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