Magnus-type integrator for non-autonomous SPDEs driven by multiplicative noise
DOI10.3934/dcds.2020194OpenAlexW3021333971MaRDI QIDQ2187863
Jean Daniel Mukam, Antoine Tambue
Publication date: 3 June 2020
Published in: Discrete and Continuous Dynamical Systems (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1809.04438
strong convergencefinite element methodstochastic partial differential equationsmultiplicative noisenon-autonomous equationsMagnus-type integrator
Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) Numerical solutions to equations with nonlinear operators (65J15) Numerical solutions to stochastic differential and integral equations (65C30) Numerical solutions to abstract evolution equations (65J08)
Related Items (3)
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