Monte Carlo and quasi-Monte Carlo methods 2012. Proceedings of the 10th international conference on `Monte Carlo and quasi-Monte Carlo methods in scientific computing', Sydney, Australia, February 13--17, 2012

DOI10.1007/978-3-642-41095-6zbMath1282.65007arXiv1208.0433OpenAlexW3102540570WikidataQ59593858 ScholiaQ59593858MaRDI QIDQ2637871

Karsten Urban, Stig Larsson, Mihály Kovács

Publication date: 17 February 2014

Published in: Springer Proceedings in Mathematics \& Statistics, Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1208.0433

zbMATH Keywords

error estimatesEuler's methodsemilinear stochastic heat equationlinear stochastic equationnon-adaptive wavelet-Galerkin methodnonlinear random evolution equation

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Proceedings of conferences of miscellaneous specific interest (00B25) Proceedings, conferences, collections, etc. pertaining to numerical analysis (65-06) Heat equation (35K05) Numerical methods for wavelets (65T60) 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) Random number generation in numerical analysis (65C10) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Numerical quadrature and cubature formulas (65D32) Numerical integration (65D30) Pseudo-random numbers; Monte Carlo methods (11K45) Semilinear parabolic equations (35K58)

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