On the convergence analysis of the inexact linearly implicit Euler scheme for a class of stochastic partial differential equations
DOI10.1007/s11118-015-9510-5zbMath1337.60160arXiv1501.05816OpenAlexW2224576969MaRDI QIDQ283378
Thorsten Raasch, Felix Lindner, Ulrich Friedrich, Stefan Kinzel, Nicolas Döhring, Klaus Ritter, Rene L. Schilling, Stephan Dahlke, Petru A. Cioica
Publication date: 13 May 2016
Published in: Potential Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1501.05816
convergence analysisstochastic partial differential equationsRothe's methodEuler schemestochastic evolution equationsadaptive numerical algorithm
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Numerical solution of discretized equations for initial value and initial-boundary value problems involving PDEs (65M22)
Related Items
Cites Work
- Pathwise Hölder convergence of the implicit-linear Euler scheme for semi-linear SPDEs with multiplicative noise
- Convergence analysis of spatially adaptive Rothe methods
- On stochastic finite difference schemes
- Adaptive finite element methods in computational mechanics
- Rate of convergence of space time approximations for stochastic evolution equations
- A posteriori error estimation and adaptive mesh-refinement techniques
- Implicit scheme for stochastic parabolic partial differential equations driven by space-time white noise
- Nonlinear functionals of wavelet expansions -- adaptive reconstruction and fast evaluation
- Adaptive wavelet methods. II: Beyond the elliptic case
- A concise course on stochastic partial differential equations
- On the asymptotic spectrum of nonsmooth elliptic equations
- 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
- Maximal $L^p$-Regularity for Stochastic Evolution Equations
- Accelerated Finite Difference Schemes for Linear Stochastic Partial Differential Equations in the Whole Space
- Adaptive Finite Element Methods for Parabolic Problems I: A Linear Model Problem
- Some A Posteriori Error Estimators for Elliptic Partial Differential Equations
- Adaptive Finite Element Methods for Parabolic Problems VI: Analytic Semigroups
- AN ADAPTIVE FINITE ELEMENT METHOD WITH EFFICIENT MAXIMUM NORM ERROR CONTROL FOR ELLIPTIC PROBLEMS
- Adaptive Wavelet Schemes for Nonlinear Variational Problems
- Adaptive wavelet methods for elliptic operator equations: Convergence rates
- Adaptive Finite Element Methods for Parabolic Problems II: Optimal Error Estimates in $L_\infty L_2 $ and $L_\infty L_\infty $
- A Posteriori Error Estimates for Elliptic Problems in Two and Three Space Dimensions
- Accelerated Spatial Approximations for Time Discretized Stochastic Partial Differential Equations
- Adaptive frame methods for nonlinear elliptic problems
- Adaptive Wavelet Methods for SPDEs
- Adaptive frame methods for elliptic operator equations: the steepest descent approach
- On the discretization in time of parabolic stochastic partial differential equations
- Stochastic Equations in Infinite Dimensions
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
