On a randomized backward Euler method for nonlinear evolution equations with time-irregular coefficients

DOI10.1007/s10208-018-09412-wOpenAlexW2751375546WikidataQ128662801 ScholiaQ128662801MaRDI QIDQ2007856

Monika Eisenmann, Stig Larsson, Mihály Kovács, Raphael Kruse

Publication date: 22 November 2019

Published in: Foundations of Computational Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1709.01018

zbMATH Keywords

ordinary differential equationsMonte Carlo methodGalerkin finite element methodevolution equationsbackward Euler method

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Stability and convergence of numerical methods for ordinary differential equations (65L20) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Numerical methods for initial value problems involving ordinary differential equations (65L05)

Related Items (7)

Sub-linear convergence of a stochastic proximal iteration method in Hilbert space ⋮ A note on the probabilistic stability of randomized Taylor schemes ⋮ An averaged space-time discretization of the stochastic \(p\)-Laplace system ⋮ On the properties of the exceptional set for the randomized Euler and Runge-Kutta schemes ⋮ A randomized and fully discrete Galerkin finite element method for semilinear stochastic evolution equations ⋮ On the randomized Euler schemes for ODEs under inexact information ⋮ Space-Time Approximation of Stochastic $p$-Laplace-Type Systems

Uses Software

• RODAS
• FEniCS
• SyFi

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