Analysis of an HMM Time-Discretization Scheme for a System of Stochastic PDEs

DOI10.1137/110853078zbMath1270.60074arXiv1202.2706OpenAlexW2012059548MaRDI QIDQ2840394

Charles-Edouard Bréhier

Publication date: 18 July 2013

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1202.2706

zbMATH Keywords

stochastic partial differential equationsEuler schemetime scale separationheterogeneous multiscale methodstrong and weak approximation

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Systems with slow and fast motions for nonlinear problems in mechanics (70K70)

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