Strong convergence of the linear implicit Euler method for the finite element discretization of semilinear non-autonomous SPDEs driven by multiplicative or additive noise
From MaRDI portal
Publication:2010246
DOI10.1016/j.apnum.2019.08.009OpenAlexW2971297134MaRDI QIDQ2010246
Jean Daniel Mukam, Antoine Tambue
Publication date: 27 November 2019
Published in: Applied Numerical Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1901.03189
strong convergencefinite element methodstochastic partial differential equationsmultiplicative noiseadditive noisenon-autonomous problemslinear implicit Euler method
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Optimal regularity for semilinear stochastic partial differential equations with multiplicative noise
- A note on an accelerated exponential Euler method for parabolic SPDEs with additive noise
- Efficient simulation of nonlinear parabolic SPDEs with additive noise
- Regularity analysis for stochastic partial differential equations with nonlinear multiplicative trace class noise
- A second-order Magnus-type integrator for nonautonomous parabolic problems
- Fourth- and sixth-order commutator-free Magnus integrators for linear and nonlinear dynamical systems
- Convergence of the Magnus series
- Semigroups of linear operators and applications to partial differential equations
- Geometric theory of semilinear parabolic equations
- On the finite element method for parabolic equations. I: Approximation of homomorphic semi-groups
- Characterization of the domain of fractional powers of a class of elliptic differential operators with feedback boundary conditions
- Strong convergence analysis of the stochastic exponential Rosenbrock scheme for the finite element discretization of semilinear SPDEs driven by multiplicative and additive noise
- On abstract parabolic fundamental solutions
- Strong convergence of the linear implicit Euler method for the finite element discretization of semilinear SPDEs driven by multiplicative or additive noise
- A modified semi-implicit Euler-Maruyama scheme for finite element discretization of SPDEs with additive noise
- An exponential integrator for non-autonomous parabolic problems
- A concise course on stochastic partial differential equations
- Overcoming the order barrier in the numerical approximation of stochastic partial differential equations with additive space–time noise
- Error Estimates with Smooth and Nonsmooth Data for a Finite Element Method for the Cahn-Hilliard Equation
- Da Prato-Zabczyk's maximal inequality revisited. I.
- Strong convergence rates of the linear implicit Euler method for the finite element discretization of SPDEs with additive noise
- Magnus and Fer expansions for matrix differential equations: the convergence problem
- Optimal error estimates of Galerkin finite element methods for stochastic partial differential equations with multiplicative noise
- Galerkin Finite Element Methods for Stochastic Parabolic Partial Differential Equations
- Norms and Domains of the Complex Powers A B z
- On the exponential solution of differential equations for a linear operator
- Stochastic Equations in Infinite Dimensions