Optimal strong convergence rates of numerical methods for semilinear parabolic SPDE driven by Gaussian noise and Poisson random measure
From MaRDI portal
Publication:2203973
DOI10.1016/j.camwa.2019.01.011zbMath1442.65310arXiv1710.00246OpenAlexW2912008564WikidataQ128446192 ScholiaQ128446192MaRDI QIDQ2203973
Jean Daniel Mukam, Antoine Tambue
Publication date: 2 October 2020
Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1710.00246
strong convergencefinite element methodPoisson measureexponential integratorstochastic parabolic partial differential equationsmultiplicative \& additive noise
Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75)
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