Weak convergence for a stochastic exponential integrator and finite element discretization of stochastic partial differential equation with multiplicative \& additive noise (Q739016)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weak convergence for a stochastic exponential integrator and finite element discretization of stochastic partial differential equation with multiplicative \& additive noise |
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Weak convergence for a stochastic exponential integrator and finite element discretization of stochastic partial differential equation with multiplicative \& additive noise (English)
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16 August 2016
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finite element methods
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exponential integrators
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weak convergence
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strong convergence
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semidiscretization
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semi-linear stochastic partial differential equation
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exponential Euler scheme
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Malliavin calculus
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numerical result
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