Fractional step method for stochastic evolution equations

DOI10.1016/S0304-4149(97)00079-3zbMath0942.60057OpenAlexW2038360147MaRDI QIDQ1965900

Nataliya Yu. Goncharuk, Peter M. Kotelenez

Publication date: 1 March 2000

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4149(97)00079-3

zbMATH Keywords

stochastic partial differential equationscomparison theoremsfractional step methodpositivity of solutions

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (12)

Stationary points in coalescing stochastic flows on \(\mathbb{R}\) ⋮ Existence of a solution to the stochastic nonlocal Cahn–Hilliard Navier–Stokes model via a splitting-up method ⋮ Approximation of backward stochastic partial differential equations by a splitting-up method ⋮ Itô and Stratonovich stochastic partial differential equations: Transition from microscopic to macroscopic equations ⋮ FROM DISCRETE DETERMINISTIC DYNAMICS TO BROWNIAN MOTIONS ⋮ A COMPARISON THEOREM FOR STOCHASTIC EQUATIONS IN INFINITE DIMENSIONS AND APPLICATIONS ⋮ On the approximations of point measures associated with the Brownian web by means of the fractional step method and discretization of the initial interval ⋮ Approximation of a stochastic two-phase flow model by a splitting-up method ⋮ Splitting-up scheme for the stochastic Cahn–Hilliard Navier–Stokes model ⋮ Solution to a stochastic 3D nonlocal Cahn-Hilliard-Navier-Stokes model with shear dependent viscosity via a splitting-up method ⋮ Splitting-up scheme for nonlinear stochastic hyperbolic equations ⋮ A note on the stabilizability of stochastic heat equations with multiplicative noise.

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